-79.4%
SNAP vs SIMO
+421.9%
-501.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +0.5% |
| 7D | -7.3% | -8.2% | +0.8% | -5.7% |
| 30D | -18.9% | -34.6% | +15.7% | -11.9% |
| 3M | -5.3% | -32.6% | +27.4% | -0.1% |
| 6M | -16.9% | -31.8% | +14.9% | -16.4% |
| YTD | -37.4% | +87.6% | -125.0% | -56.4% |
| 1Y | -38.5% | +86.7% | -125.2% | -57.1% |
| 3Y | -55.1% | +227.4% | -282.5% | -75.1% |
| 5Y | -90.8% | +173.0% | -263.8% | -94.8% |
| All | -79.4% | +421.9% | -501.3% | -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