+34.7%
NXPI vs SNAP
-90.3%
+125.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +6.8% | +6.0% | +0.7% | +5.6% |
| 30D | +20.0% | -13.8% | +33.8% | +23.2% |
| 3M | +14.8% | -0.8% | +15.6% | +14.2% |
| 6M | -10.5% | -6.2% | -4.2% | -10.5% |
| YTD | +23.7% | -34.8% | +58.6% | +31.0% |
| 1Y | +34.1% | -38.7% | +72.8% | +43.5% |
| 3Y | +51.2% | -53.5% | +104.7% | +60.2% |
| All | +34.7% | -90.3% | +125.0% | +66.7% |
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