+39.3%
ASML vs SNAP
-42.2%
+81.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.3% |
| 7D | -9.0% | -7.1% | -1.9% | -7.9% |
| 30D | -21.0% | -14.6% | -6.3% | -19.4% |
| 3M | -16.3% | -5.0% | -11.3% | -16.0% |
| 6M | -7.5% | -18.8% | +11.3% | -4.1% |
| YTD | +34.0% | -38.5% | +72.5% | +40.0% |
| 1Y | +39.3% | -38.1% | +77.4% | +45.8% |
| All | +39.3% | -42.2% | +81.5% | +45.8% |
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 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