+30.8%
ASML vs SNAP
-30.9%
+61.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -7.7% |
| 7D | -19.0% | -10.4% | -8.7% | -17.9% |
| 30D | -25.9% | -11.9% | -14.0% | -24.8% |
| 3M | -19.1% | -4.5% | -14.6% | -18.8% |
| 6M | -5.7% | -16.7% | +11.0% | -2.8% |
| YTD | +27.6% | -36.9% | +64.5% | +29.7% |
| 1Y | +30.8% | -30.3% | +61.0% | +32.6% |
| All | +30.8% | -30.9% | +61.7% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling