-92.8%
SNAP vs SMTC
+91.8%
-184.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.2% | -13.3% | -6.5% |
| 7D | +0.7% | +12.7% | -12.0% | -2.6% |
| 30D | +2.6% | +22.0% | -19.3% | -4.9% |
| 3M | -9.9% | -12.7% | +2.8% | -9.8% |
| 6M | +1.9% | +64.8% | -62.9% | -18.0% |
| YTD | -32.2% | +100.7% | -132.9% | -49.1% |
| 1Y | -22.8% | +146.9% | -169.7% | -46.7% |
| 3Y | -47.6% | +456.8% | -504.4% | -78.0% |
| All | -92.8% | +91.8% | -184.7% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling