-91.0%
SNAP vs SM
-11.5%
-79.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -2.8% |
| 7D | -7.1% | -25.9% | +18.8% | -0.7% |
| 30D | -14.6% | -15.1% | +0.5% | -12.0% |
| 3M | -5.0% | +4.9% | -9.8% | -7.9% |
| 6M | -18.8% | +6.1% | -25.0% | -23.2% |
| YTD | -38.5% | +63.4% | -102.0% | -50.8% |
| 1Y | -38.1% | +72.5% | -110.5% | -51.5% |
| 3Y | -53.8% | -16.9% | -36.9% | -56.5% |
| All | -91.0% | -11.5% | -79.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling