-78.2%
SNAP vs SM
+38.8%
-117.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +6.0% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -18.2% | -17.3% | -0.9% | -16.4% |
| 3M | -3.1% | -3.6% | +0.5% | -3.3% |
| 6M | -7.1% | +2.9% | -10.0% | -9.0% |
| YTD | -33.8% | +70.2% | -104.0% | -40.7% |
| 1Y | -39.0% | +66.5% | -105.5% | -45.2% |
| 3Y | -52.8% | -8.2% | -44.6% | -54.3% |
| 5Y | -90.0% | -1.5% | -88.5% | -90.6% |
| All | -78.2% | +38.8% | -117.0% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling