+1,283.9%
SMH vs SNAP
-78.1%
+1,362.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | +4.9% | +6.0% | -1.1% | +3.8% |
| 30D | -13.8% | -13.8% | 0.0% | -11.6% |
| 3M | -17.4% | -0.8% | -16.6% | -17.7% |
| 6M | -15.0% | -6.2% | -8.7% | -15.1% |
| YTD | +35.2% | -34.8% | +70.0% | +42.4% |
| 1Y | +41.6% | -38.7% | +80.3% | +50.7% |
| 3Y | +215.6% | -53.5% | +269.1% | +231.9% |
| 5Y | +233.2% | -90.2% | +323.4% | +303.8% |
| All | +1,283.9% | -78.1% | +1,362.0% | +1,120.0% |
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