+5.0%
SMCI vs SNAP
-53.6%
+58.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -6.6% | +6.0% | -12.6% | -8.3% |
| 30D | -24.9% | -13.8% | -11.1% | -21.2% |
| 3M | -31.4% | -0.8% | -30.6% | -32.1% |
| 6M | -16.0% | -6.2% | -9.8% | -15.9% |
| YTD | -8.2% | -34.8% | +26.6% | +2.9% |
| 1Y | -23.4% | -38.7% | +15.3% | -12.3% |
| 3Y | +5.0% | -53.5% | +58.5% | -3.9% |
| All | +5.0% | -53.6% | +58.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling