+589.1%
SMH vs SNOW
+34.3%
+554.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -2.8% | -1.0% | -1.8% | -3.0% |
| 3M | -6.7% | +36.9% | -43.6% | -14.1% |
| 6M | +41.8% | +83.4% | -41.6% | +17.7% |
| YTD | +57.9% | +50.0% | +7.9% | +37.3% |
| 1Y | +87.6% | +46.5% | +41.1% | +63.7% |
| 3Y | +282.9% | +93.3% | +189.6% | +194.0% |
| 5Y | +330.4% | +3.3% | +327.1% | +251.9% |
| All | +589.1% | +34.3% | +554.8% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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