-77.7%
SNAP vs OMC
+34.0%
-111.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.8% |
| 7D | +0.7% | -6.4% | +7.1% | +3.9% |
| 30D | +2.6% | +1.1% | +1.5% | +1.9% |
| 3M | -9.9% | +10.4% | -20.3% | -14.5% |
| 6M | +1.9% | -1.7% | +3.6% | +2.4% |
| YTD | -32.2% | +4.4% | -36.7% | -34.2% |
| 1Y | -22.8% | +8.4% | -31.3% | -27.3% |
| 3Y | -47.6% | +14.4% | -62.0% | -51.6% |
| 5Y | -92.7% | +33.9% | -126.6% | -93.5% |
| All | -77.7% | +34.0% | -111.6% | -80.8% |
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