+1,516.4%
SMH vs SNAP
-76.3%
+1,592.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +0.3% | +3.8% | -3.6% | -0.4% |
| 30D | -2.8% | +9.2% | -12.0% | -4.6% |
| 3M | -6.7% | +6.6% | -13.3% | -8.6% |
| 6M | +41.8% | +16.9% | +24.9% | +35.8% |
| YTD | +57.9% | -29.6% | +87.5% | +64.5% |
| 1Y | +87.6% | -22.1% | +109.7% | +91.4% |
| 3Y | +282.9% | -39.8% | +322.8% | +285.9% |
| 5Y | +330.4% | -92.4% | +422.8% | +438.7% |
| All | +1,516.4% | -76.3% | +1,592.8% | +1,309.6% |
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