-79.7%
SNAP vs SIMO
+392.3%
-472.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | -3.5% |
| 7D | -7.1% | -22.0% | +14.9% | -2.2% |
| 30D | -14.6% | -43.0% | +28.4% | -4.3% |
| 3M | -5.0% | -39.1% | +34.2% | +2.6% |
| 6M | -18.8% | -33.3% | +14.5% | -18.1% |
| YTD | -38.5% | +77.0% | -115.5% | -56.6% |
| 1Y | -38.1% | +73.0% | -111.1% | -56.0% |
| 3Y | -53.8% | +215.7% | -269.5% | -74.3% |
| 5Y | -90.7% | +155.6% | -246.3% | -94.7% |
| All | -79.7% | +392.3% | -472.0% | -92.1% |
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