-42.2%
SNAP vs SPMO
+161.5%
-203.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.2% |
| 7D | +1.5% | +3.4% | -1.9% | -1.9% |
| 30D | +1.9% | +0.5% | +1.4% | +0.8% |
| 3M | -3.9% | +1.9% | -5.8% | -8.7% |
| 6M | +5.2% | +27.8% | -22.6% | -26.1% |
| YTD | -32.7% | +26.7% | -59.4% | -52.1% |
| 1Y | -24.8% | +28.9% | -53.7% | -47.7% |
| 3Y | -42.2% | +160.7% | -202.8% | -84.9% |
| All | -42.2% | +161.5% | -203.7% | -84.9% |
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