-77.7%
SNAP vs SM
+62.3%
-139.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +2.6% | +26.3% | -23.7% | -0.9% |
| 3M | -9.9% | +8.7% | -18.6% | -11.7% |
| 6M | +1.9% | +51.7% | -49.8% | -6.0% |
| YTD | -32.2% | +99.0% | -131.3% | -40.2% |
| 1Y | -22.8% | +34.6% | -57.4% | -28.0% |
| 3Y | -47.6% | -7.8% | -39.9% | -49.2% |
| 5Y | -92.7% | +104.8% | -197.5% | -93.7% |
| All | -77.7% | +62.3% | -139.9% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling