+108.6%
ASML vs SNAP
-92.8%
+201.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +4.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | +2.6% | -0.4% | +1.3% |
| 3M | -2.3% | -9.9% | +7.6% | -1.4% |
| 6M | +23.0% | +1.9% | +21.1% | +20.4% |
| YTD | +61.1% | -32.2% | +93.3% | +69.3% |
| 1Y | +129.1% | -22.8% | +152.0% | +134.0% |
| 3Y | +165.4% | -47.6% | +213.0% | +173.1% |
| All | +108.6% | -92.8% | +201.4% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling