-91.0%
SNAP vs SFM
+105.4%
-196.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.3% | -1.9% |
| 7D | -7.1% | -1.2% | -5.9% | -6.9% |
| 30D | -14.6% | -24.8% | +10.1% | -11.7% |
| 3M | -5.0% | -43.7% | +38.7% | +1.7% |
| 6M | -18.8% | -37.3% | +18.4% | -14.6% |
| YTD | -38.5% | -38.4% | -0.2% | -35.5% |
| 1Y | -38.1% | -36.9% | -1.2% | -35.3% |
| 3Y | -53.8% | +20.7% | -74.4% | -54.8% |
| All | -91.0% | +105.4% | -196.3% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling