+270.5%
SPYM vs SNAP
-79.0%
+349.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.2% |
| 7D | +0.1% | -7.3% | +7.4% | +0.8% |
| 30D | -3.3% | -18.9% | +15.6% | -1.4% |
| 3M | -2.4% | -5.3% | +2.9% | -2.3% |
| 6M | +2.6% | -16.9% | +19.5% | +3.7% |
| YTD | +11.3% | -37.4% | +48.7% | +14.9% |
| 1Y | +13.5% | -38.5% | +52.0% | +17.3% |
| 3Y | +80.3% | -55.1% | +135.4% | +84.6% |
| 5Y | +72.7% | -90.8% | +163.5% | +91.0% |
| All | +270.5% | -79.0% | +349.5% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling