-78.7%
SNAP vs AEHR
+1,096.9%
-1,175.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.2% | +5.0% | -1.2% |
| 7D | +2.6% | +24.2% | -21.6% | -0.9% |
| 30D | -19.6% | -21.2% | +1.7% | -17.6% |
| 3M | +0.4% | -52.8% | +53.2% | +9.1% |
| 6M | -5.9% | -36.9% | +30.9% | -6.1% |
| YTD | -35.3% | +202.3% | -237.6% | -51.9% |
| 1Y | -42.6% | +162.9% | -205.5% | -56.5% |
| 3Y | -53.9% | +149.1% | -203.0% | -68.8% |
| 5Y | -90.3% | +146.2% | -236.5% | -94.2% |
| All | -78.7% | +1,096.9% | -1,175.5% | -90.8% |
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