-90.5%
SNAP vs SIMO
+170.3%
-260.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.7% |
| 7D | +6.0% | +4.1% | +1.9% | +5.4% |
| 30D | -13.8% | -24.0% | +10.2% | -10.6% |
| 3M | -0.8% | -31.8% | +31.0% | +3.0% |
| 6M | -6.2% | -36.9% | +30.6% | -4.4% |
| YTD | -34.8% | +84.8% | -119.6% | -52.3% |
| 1Y | -38.7% | +99.0% | -137.7% | -56.2% |
| 3Y | -53.5% | +217.9% | -271.4% | -72.2% |
| All | -90.5% | +170.3% | -260.9% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling