-90.0%
SNAP vs SIMO
+195.0%
-285.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.7% | -1.9% | +5.4% |
| 7D | -9.8% | +0.9% | -10.7% | -9.8% |
| 30D | -18.2% | -25.4% | +7.2% | -15.0% |
| 3M | -3.1% | -17.8% | +14.7% | -2.7% |
| 6M | -7.1% | -29.6% | +22.4% | -7.1% |
| YTD | -33.8% | +100.3% | -134.1% | -52.2% |
| 1Y | -39.0% | +100.4% | -139.4% | -56.0% |
| 3Y | -52.8% | +246.1% | -298.9% | -72.2% |
| 5Y | -90.0% | +189.8% | -279.8% | -93.7% |
| All | -90.0% | +195.0% | -285.0% | -93.7% |
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 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