-79.7%
SNAP vs SFM
+167.9%
-247.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.3% | -2.3% |
| 7D | -7.1% | -1.2% | -5.9% | -7.0% |
| 30D | -14.6% | -24.8% | +10.1% | -13.4% |
| 3M | -5.0% | -43.7% | +38.7% | -2.4% |
| 6M | -18.8% | -37.3% | +18.4% | -17.1% |
| YTD | -38.5% | -38.4% | -0.2% | -37.3% |
| 1Y | -38.1% | -36.9% | -1.2% | -36.9% |
| 3Y | -53.8% | +20.7% | -74.4% | -52.3% |
| 5Y | -90.7% | +103.5% | -194.2% | -90.1% |
| All | -79.7% | +167.9% | -247.6% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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