+233.7%
SMH vs SNPS
+30.3%
+203.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.1% |
| 7D | +4.9% | +1.1% | +3.9% | +4.4% |
| 30D | -13.8% | -5.2% | -8.7% | -10.9% |
| 3M | -17.4% | +10.6% | -27.9% | -22.8% |
| 6M | -15.0% | -10.6% | -4.4% | -10.9% |
| YTD | +35.2% | -3.1% | +38.3% | +33.5% |
| 1Y | +41.6% | +15.6% | +26.0% | +26.1% |
| 3Y | +215.6% | -12.9% | +228.6% | +182.8% |
| All | +233.7% | +30.3% | +203.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling