-78.3%
SNAP vs AEHR
+1,773.7%
-1,852.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -3.0% |
| 7D | -5.0% | +19.1% | -24.1% | -7.8% |
| 30D | -0.7% | -10.0% | +9.3% | -0.5% |
| 3M | -5.0% | +1.3% | -6.3% | -8.8% |
| 6M | +3.5% | +133.8% | -130.2% | -15.8% |
| YTD | -34.2% | +373.3% | -407.5% | -53.4% |
| 1Y | -27.1% | +256.2% | -283.2% | -46.9% |
| 3Y | -43.5% | +93.2% | -136.7% | -59.8% |
| 5Y | -92.9% | +793.1% | -886.0% | -96.3% |
| All | -78.3% | +1,773.7% | -1,852.0% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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