-79.4%
SNAP vs SMTC
+242.5%
-321.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.8% | -11.0% | -2.1% |
| 7D | -7.3% | -4.8% | -2.5% | -6.9% |
| 30D | -18.9% | -37.8% | +18.9% | -8.3% |
| 3M | -5.3% | -16.5% | +11.2% | -5.9% |
| 6M | -16.9% | -4.4% | -12.5% | -24.7% |
| YTD | -37.4% | +58.0% | -95.4% | -53.9% |
| 1Y | -38.5% | +62.0% | -100.5% | -55.4% |
| 3Y | -55.1% | +745.7% | -800.8% | -87.0% |
| 5Y | -90.8% | +29.0% | -119.8% | -93.8% |
| All | -79.4% | +242.5% | -321.9% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling