-79.6%
SNAP vs SIMO
+412.8%
-492.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | -10.6% | -16.0% | +5.5% | -7.1% |
| 30D | -19.7% | -35.8% | +16.0% | -12.4% |
| 3M | -6.5% | -26.5% | +19.9% | -3.5% |
| 6M | -17.8% | -33.0% | +15.2% | -16.9% |
| YTD | -38.0% | +84.3% | -122.4% | -56.7% |
| 1Y | -42.5% | +82.0% | -124.4% | -59.6% |
| 3Y | -55.8% | +218.5% | -274.3% | -75.4% |
| 5Y | -90.5% | +175.0% | -265.6% | -94.7% |
| All | -79.6% | +412.8% | -492.4% | -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