-22.8%
SNAP vs SIMO
+226.2%
-249.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.7% | -12.7% | -4.3% |
| 7D | +0.7% | +4.2% | -3.5% | +0.6% |
| 30D | +2.6% | +4.1% | -1.5% | +2.3% |
| 3M | -9.9% | -12.9% | +3.0% | -9.5% |
| 6M | +1.9% | +110.3% | -108.5% | -12.8% |
| YTD | -32.2% | +178.6% | -210.8% | -47.9% |
| 1Y | -22.8% | +220.0% | -242.8% | -45.4% |
| All | -22.8% | +226.2% | -249.1% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling