-79.6%
SNAP vs OMC
+45.5%
-125.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -10.6% | +6.8% | -17.4% | -13.3% |
| 30D | -19.7% | +16.2% | -35.9% | -25.5% |
| 3M | -6.5% | +6.0% | -12.6% | -9.4% |
| 6M | -17.8% | +17.7% | -35.5% | -24.5% |
| YTD | -38.0% | +13.5% | -51.5% | -42.4% |
| 1Y | -42.5% | +27.2% | -69.7% | -49.6% |
| 3Y | -55.8% | +30.4% | -86.2% | -61.7% |
| 5Y | -90.5% | +53.5% | -144.1% | -92.0% |
| All | -79.6% | +45.5% | -125.1% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling