-79.7%
SNAP vs SMTC
+203.6%
-283.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.7% | -15.3% | -6.5% |
| 7D | -7.1% | -19.0% | +11.9% | -1.8% |
| 30D | -14.6% | -46.7% | +32.1% | +1.5% |
| 3M | -5.0% | -23.4% | +18.4% | -2.9% |
| 6M | -18.8% | -13.4% | -5.4% | -24.1% |
| YTD | -38.5% | +40.1% | -78.6% | -52.9% |
| 1Y | -38.1% | +47.7% | -85.8% | -53.8% |
| 3Y | -53.8% | +606.9% | -660.7% | -85.8% |
| 5Y | -90.7% | +14.4% | -105.1% | -93.5% |
| All | -79.7% | +203.6% | -283.3% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling