-77.7%
SNAP vs SIMO
+674.9%
-752.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.7% | -12.7% | -6.1% |
| 7D | +0.7% | +4.2% | -3.5% | -0.4% |
| 30D | +2.6% | +4.1% | -1.5% | +0.1% |
| 3M | -9.9% | -12.9% | +3.0% | -10.5% |
| 6M | +1.9% | +110.3% | -108.5% | -25.6% |
| YTD | -32.2% | +178.6% | -210.8% | -55.8% |
| 1Y | -22.8% | +220.0% | -242.8% | -52.3% |
| 3Y | -47.6% | +409.0% | -456.6% | -73.2% |
| 5Y | -92.7% | +277.3% | -370.0% | -96.1% |
| All | -77.7% | +674.9% | -752.6% | -92.0% |
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