-79.2%
SNAP vs SM
+32.0%
-111.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.6% | -9.4% | -13.4% |
| 7D | -10.4% | -25.1% | +14.8% | -7.0% |
| 30D | -11.9% | -15.6% | +3.6% | -10.2% |
| 3M | -4.5% | +2.7% | -7.2% | -5.7% |
| 6M | -16.7% | -3.8% | -12.8% | -17.7% |
| YTD | -36.9% | +61.8% | -98.8% | -43.0% |
| 1Y | -30.3% | +71.4% | -101.6% | -37.7% |
| 3Y | -52.5% | -20.7% | -31.8% | -53.1% |
| 5Y | -90.4% | -11.5% | -78.9% | -90.9% |
| All | -79.2% | +32.0% | -111.2% | -86.6% |
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 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