+1,253.2%
SMH vs SNPS
+1,436.9%
-183.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +5.7% |
| 7D | +2.5% | -11.0% | +13.5% | +9.3% |
| 30D | -0.5% | -1.7% | +1.3% | -0.3% |
| 3M | -9.6% | -20.4% | +10.7% | +1.9% |
| 6M | +42.1% | -8.6% | +50.7% | +46.5% |
| YTD | +57.4% | -16.2% | +73.6% | +69.2% |
| 1Y | +96.2% | -34.6% | +130.8% | +122.6% |
| 3Y | +267.9% | -14.5% | +282.4% | +249.6% |
| 5Y | +327.7% | +17.0% | +310.7% | +236.8% |
| 10Y | +1,764.6% | +560.0% | +1,204.6% | +459.3% |
| All | +1,253.2% | +1,436.9% | -183.7% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling