+1,188.5%
ASML vs SNAP
-79.3%
+1,267.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.5% |
| 7D | -9.0% | -7.1% | -1.9% | -7.9% |
| 30D | -21.0% | -14.6% | -6.3% | -18.9% |
| 3M | -16.3% | -5.0% | -11.3% | -16.2% |
| 6M | -7.5% | -18.8% | +11.3% | -5.6% |
| YTD | +34.0% | -38.5% | +72.5% | +42.3% |
| 1Y | +39.3% | -38.1% | +77.4% | +47.5% |
| 3Y | +128.9% | -53.8% | +182.6% | +140.4% |
| 5Y | +76.1% | -90.7% | +166.8% | +116.9% |
| All | +1,188.5% | -79.3% | +1,267.8% | +1,047.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling