-78.5%
SNAP vs SIMO
+414.1%
-492.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +2.0% |
| 7D | +6.0% | +4.1% | +1.9% | +5.1% |
| 30D | -13.8% | -24.0% | +10.2% | -9.3% |
| 3M | -0.8% | -31.8% | +31.0% | +4.7% |
| 6M | -6.2% | -36.9% | +30.6% | -3.5% |
| YTD | -34.8% | +84.8% | -119.6% | -54.4% |
| 1Y | -38.7% | +99.0% | -137.7% | -58.3% |
| 3Y | -53.5% | +217.9% | -271.4% | -74.0% |
| 5Y | -90.2% | +171.5% | -261.7% | -94.5% |
| All | -78.5% | +414.1% | -492.6% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling