+910.2%
SMCI vs SNAP
-78.1%
+988.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -6.6% | +6.0% | -12.6% | -7.5% |
| 30D | -24.9% | -13.8% | -11.1% | -22.9% |
| 3M | -31.4% | -0.8% | -30.6% | -31.6% |
| 6M | -16.0% | -6.2% | -9.8% | -15.8% |
| YTD | -8.2% | -34.8% | +26.6% | -2.5% |
| 1Y | -23.4% | -38.7% | +15.3% | -17.8% |
| 3Y | +5.0% | -53.5% | +58.5% | +13.8% |
| 5Y | +515.0% | -90.2% | +605.2% | +639.8% |
| All | +910.2% | -78.1% | +988.2% | +841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling