-53.5%
SNAP vs SPMO
+124.5%
-178.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +2.3% |
| 7D | +6.0% | +6.3% | -0.3% | -0.1% |
| 30D | -13.8% | -8.9% | -4.9% | -5.5% |
| 3M | -0.8% | -13.2% | +12.5% | +13.4% |
| 6M | -6.2% | -9.3% | +3.0% | -1.6% |
| YTD | -34.8% | +11.6% | -46.4% | -47.5% |
| 1Y | -38.7% | +13.4% | -52.1% | -51.7% |
| 3Y | -53.5% | +122.9% | -176.3% | -85.7% |
| All | -53.5% | +124.5% | -178.0% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling