-47.7%
SNAP vs SFM
+108.0%
-155.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.6% | -4.4% | +7.0% | +3.2% |
| 3M | -9.9% | +1.5% | -11.4% | -10.5% |
| 6M | +1.9% | +6.5% | -4.6% | -0.3% |
| YTD | -32.2% | +2.2% | -34.4% | -33.3% |
| 1Y | -22.8% | -41.9% | +19.0% | -13.9% |
| All | -47.7% | +108.0% | -155.7% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling