-42.2%
SNAP vs SITM
+409.8%
-452.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +1.5% | +8.4% | -6.9% | -0.4% |
| 30D | +1.9% | -17.4% | +19.3% | +5.5% |
| 3M | -3.9% | -9.8% | +5.9% | -4.4% |
| 6M | +5.2% | +83.0% | -77.7% | -16.3% |
| YTD | -32.7% | +69.6% | -102.3% | -46.8% |
| 1Y | -24.8% | +144.9% | -169.7% | -47.9% |
| 3Y | -42.2% | +429.9% | -472.0% | -72.5% |
| All | -42.2% | +409.8% | -452.0% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling