-90.5%
SNAP vs SMTC
+26.3%
-116.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.8% |
| 7D | +6.0% | +11.0% | -5.0% | +3.2% |
| 30D | -13.8% | -28.5% | +14.7% | -7.8% |
| 3M | -0.8% | -14.2% | +13.5% | -1.7% |
| 6M | -6.2% | -18.0% | +11.8% | -9.0% |
| YTD | -34.8% | +55.5% | -90.3% | -49.2% |
| 1Y | -38.7% | +69.5% | -108.2% | -53.8% |
| 3Y | -53.5% | +699.7% | -753.1% | -84.2% |
| All | -90.5% | +26.3% | -116.8% | -90.4% |
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