-38.1%
SNAP vs SM
+72.1%
-110.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -2.4% |
| 7D | -7.1% | -25.9% | +18.8% | -10.8% |
| 30D | -14.6% | -15.1% | +0.5% | -16.5% |
| 3M | -5.0% | +4.9% | -9.8% | -4.0% |
| 6M | -18.8% | +6.1% | -25.0% | -17.7% |
| YTD | -38.5% | +63.4% | -102.0% | -41.6% |
| 1Y | -38.1% | +72.5% | -110.5% | -41.6% |
| All | -38.1% | +72.1% | -110.2% | -41.6% |
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