-39.0%
SNAP vs SM
+72.9%
-112.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +7.5% |
| 7D | -9.8% | +0.3% | -10.1% | -9.9% |
| 30D | -18.2% | -17.3% | -0.9% | -20.4% |
| 3M | -3.1% | -3.6% | +0.5% | -3.4% |
| 6M | -7.1% | +2.9% | -10.0% | -6.2% |
| YTD | -33.8% | +70.2% | -104.0% | -36.0% |
| 1Y | -39.0% | +66.5% | -105.5% | -40.9% |
| All | -39.0% | +72.9% | -112.0% | -40.9% |
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