+211.7%
SMH vs SNAP
-54.3%
+266.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -6.7% | -10.6% | +3.8% | -4.5% |
| 30D | -19.8% | -19.7% | -0.1% | -16.2% |
| 3M | -15.1% | -6.5% | -8.5% | -14.5% |
| 6M | -14.6% | -17.8% | +3.1% | -12.3% |
| YTD | +34.3% | -38.0% | +72.3% | +44.8% |
| 1Y | +35.2% | -42.5% | +77.7% | +48.0% |
| 3Y | +211.7% | -55.8% | +267.5% | +217.0% |
| All | +211.7% | -54.3% | +266.0% | +217.0% |
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 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