+1,126.9%
ASML vs SNAP
-78.8%
+1,205.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -6.8% |
| 7D | -19.0% | -10.4% | -8.7% | -17.5% |
| 30D | -25.9% | -11.9% | -14.0% | -24.4% |
| 3M | -19.1% | -4.5% | -14.6% | -19.1% |
| 6M | -5.7% | -16.7% | +11.0% | -4.1% |
| YTD | +27.6% | -36.9% | +64.5% | +34.9% |
| 1Y | +30.8% | -30.3% | +61.0% | +35.4% |
| 3Y | +116.2% | -52.5% | +168.7% | +126.1% |
| 5Y | +67.7% | -90.4% | +158.1% | +105.7% |
| All | +1,126.9% | -78.8% | +1,205.7% | +988.2% |
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