-92.7%
SNAP vs OMC
+32.6%
-125.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.6% |
| 7D | +1.5% | -5.8% | +7.3% | +5.8% |
| 30D | +1.9% | -4.8% | +6.7% | +5.5% |
| 3M | -3.9% | +9.2% | -13.1% | -11.1% |
| 6M | +5.2% | -2.5% | +7.7% | +6.4% |
| YTD | -32.7% | +2.6% | -35.3% | -35.4% |
| 1Y | -24.8% | +5.9% | -30.7% | -31.2% |
| 3Y | -42.2% | +14.2% | -56.4% | -52.7% |
| 5Y | -92.7% | +33.2% | -125.9% | -94.9% |
| All | -92.7% | +32.6% | -125.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling