+82.3%
SPYM vs SNAP
-92.9%
+175.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | -0.9% | +1.9% | -2.8% | -1.3% |
| 3M | +3.9% | -3.9% | +7.8% | +3.8% |
| 6M | +14.5% | +5.2% | +9.3% | +12.9% |
| YTD | +13.0% | -32.7% | +45.7% | +16.1% |
| 1Y | +19.4% | -24.8% | +44.2% | +21.0% |
| 3Y | +78.9% | -42.2% | +121.0% | +78.5% |
| 5Y | +82.3% | -92.7% | +175.0% | +101.1% |
| All | +82.3% | -92.9% | +175.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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