-79.4%
SNAP vs OMC
+45.0%
-124.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.6% |
| 7D | -7.3% | +5.4% | -12.7% | -9.6% |
| 30D | -18.9% | +15.7% | -34.7% | -24.6% |
| 3M | -5.3% | +4.9% | -10.1% | -7.7% |
| 6M | -16.9% | +17.3% | -34.2% | -23.6% |
| YTD | -37.4% | +13.0% | -50.4% | -41.7% |
| 1Y | -38.5% | +24.1% | -62.6% | -45.5% |
| 3Y | -55.1% | +31.2% | -86.3% | -61.2% |
| 5Y | -90.8% | +53.4% | -144.1% | -92.2% |
| All | -79.4% | +45.0% | -124.4% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling