+587.3%
SMH vs SNOW
+37.6%
+549.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +3.9% |
| 7D | +2.5% | +2.8% | -0.3% | +1.4% |
| 30D | -0.5% | +6.4% | -6.9% | -2.4% |
| 3M | -9.6% | +38.1% | -47.7% | -17.0% |
| 6M | +42.1% | +100.4% | -58.3% | +15.1% |
| YTD | +57.4% | +53.7% | +3.7% | +36.2% |
| 1Y | +96.2% | +52.0% | +44.3% | +69.7% |
| 3Y | +267.9% | +114.7% | +153.3% | +174.8% |
| 5Y | +327.7% | +8.8% | +318.9% | +245.8% |
| All | +587.3% | +37.6% | +549.7% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling