-45.9%
SMR vs SNAP
-87.3%
+41.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +6.7% |
| 7D | +1.7% | -7.3% | +9.0% | +3.7% |
| 30D | -24.4% | -18.9% | -5.5% | -20.6% |
| 3M | -44.6% | -5.3% | -39.3% | -44.1% |
| 6M | -56.7% | -16.9% | -39.7% | -55.2% |
| YTD | -61.6% | -37.4% | -24.2% | -58.0% |
| 1Y | -82.1% | -38.5% | -43.6% | -80.3% |
| 3Y | +161.5% | -55.1% | +216.6% | +196.6% |
| All | -45.9% | -87.3% | +41.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling