-78.3%
SNAP vs OMC
+27.0%
-105.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.5% |
| 7D | -5.0% | -4.2% | -0.8% | -3.0% |
| 30D | -0.7% | -7.5% | +6.8% | +3.0% |
| 3M | -5.0% | +4.6% | -9.6% | -7.4% |
| 6M | +3.5% | -4.8% | +8.3% | +5.8% |
| YTD | -34.2% | -1.0% | -33.2% | -34.4% |
| 1Y | -27.1% | +3.8% | -30.9% | -29.8% |
| 3Y | -43.5% | +10.2% | -53.7% | -46.7% |
| 5Y | -92.9% | +29.7% | -122.6% | -93.5% |
| All | -78.3% | +27.0% | -105.3% | -80.9% |
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