-42.5%
SNAP vs OMC
+24.9%
-67.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -10.6% | +6.8% | -17.4% | -13.4% |
| 30D | -19.7% | +16.2% | -35.9% | -25.6% |
| 3M | -6.5% | +6.0% | -12.6% | -9.5% |
| 6M | -17.8% | +17.7% | -35.5% | -24.7% |
| YTD | -38.0% | +13.5% | -51.5% | -43.1% |
| 1Y | -42.5% | +27.2% | -69.7% | -48.1% |
| All | -42.5% | +24.9% | -67.4% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling