-43.7%
SNAP vs SM
-6.8%
-36.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +2.6% | +26.3% | -23.7% | -2.9% |
| 3M | -9.9% | +8.7% | -18.6% | -12.4% |
| 6M | +1.9% | +51.7% | -49.8% | -13.0% |
| YTD | -32.2% | +99.0% | -131.3% | -48.0% |
| 1Y | -22.8% | +34.6% | -57.4% | -31.9% |
| All | -43.7% | -6.8% | -36.9% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling