-79.2%
SNAP vs SIMO
+372.6%
-451.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -14.4% | +0.4% | -10.8% |
| 7D | -10.4% | -31.4% | +21.0% | -2.8% |
| 30D | -11.9% | -45.2% | +33.2% | -0.4% |
| 3M | -4.5% | -36.5% | +32.0% | +1.8% |
| 6M | -16.7% | -34.2% | +17.5% | -15.8% |
| YTD | -36.9% | +69.9% | -106.8% | -55.0% |
| 1Y | -30.3% | +60.4% | -90.7% | -49.5% |
| 3Y | -52.5% | +203.1% | -255.6% | -73.3% |
| 5Y | -90.4% | +145.4% | -235.9% | -94.5% |
| All | -79.2% | +372.6% | -451.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling