-20.7%
SNAP vs SM
+70.4%
-91.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -15.3% | +21.2% | +3.6% |
| 7D | -0.7% | -21.5% | +20.8% | -3.7% |
| 30D | +5.5% | -11.4% | +16.9% | +3.9% |
| 3M | +2.2% | +0.6% | +1.6% | +2.5% |
| 6M | -4.1% | +0.2% | -4.3% | -3.2% |
| YTD | -26.6% | +69.7% | -96.3% | -30.3% |
| 1Y | -20.7% | +71.6% | -92.3% | -24.9% |
| All | -20.7% | +70.4% | -91.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling