-78.2%
SNAP vs AEHR
+1,189.8%
-1,268.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.4% | -3.6% | +5.2% |
| 7D | -9.8% | +8.1% | -17.9% | -10.9% |
| 30D | -18.2% | -15.9% | -2.4% | -17.0% |
| 3M | -3.1% | -43.9% | +40.8% | +2.5% |
| 6M | -7.1% | -37.1% | +30.0% | -7.1% |
| YTD | -33.8% | +225.8% | -259.6% | -51.4% |
| 1Y | -39.0% | +184.0% | -223.1% | -54.4% |
| 3Y | -52.8% | +168.5% | -221.3% | -68.4% |
| 5Y | -90.0% | +186.2% | -276.2% | -94.2% |
| All | -78.2% | +1,189.8% | -1,268.0% | -90.7% |
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