+1,407.5%
SMCI vs SNAP
-76.3%
+1,483.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.8% |
| 7D | +1.3% | +3.8% | -2.6% | +0.6% |
| 30D | +6.6% | +9.2% | -2.6% | +4.8% |
| 3M | +25.4% | +6.6% | +18.9% | +23.1% |
| 6M | +26.1% | +16.9% | +9.3% | +21.7% |
| YTD | +37.0% | -29.6% | +66.6% | +43.9% |
| 1Y | -8.8% | -22.1% | +13.3% | -6.0% |
| 3Y | +44.6% | -39.8% | +84.4% | +51.3% |
| 5Y | +995.9% | -92.4% | +1,088.3% | +1,246.1% |
| All | +1,407.5% | -76.3% | +1,483.9% | +1,289.2% |
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