-77.7%
SNAP vs SPMO
+482.4%
-560.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -5.8% |
| 7D | +0.7% | +2.0% | -1.3% | -1.6% |
| 30D | +2.6% | -0.4% | +3.0% | +2.5% |
| 3M | -9.9% | -1.9% | -8.0% | -10.8% |
| 6M | +1.9% | +25.0% | -23.2% | -25.6% |
| YTD | -32.2% | +26.0% | -58.2% | -51.0% |
| 1Y | -22.8% | +28.7% | -51.5% | -45.6% |
| 3Y | -47.6% | +160.9% | -208.5% | -84.5% |
| 5Y | -92.7% | +147.9% | -240.6% | -97.6% |
| All | -77.7% | +482.4% | -560.1% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling