+1,210.6%
SOXX vs SNAP
-76.3%
+1,287.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.3% |
| 7D | +1.4% | +3.8% | -2.5% | +0.7% |
| 30D | -3.6% | +9.2% | -12.8% | -5.4% |
| 3M | -10.2% | +6.6% | -16.7% | -12.0% |
| 6M | +54.2% | +16.9% | +37.4% | +47.5% |
| YTD | +75.2% | -29.6% | +104.8% | +82.9% |
| 1Y | +107.5% | -22.1% | +129.6% | +111.9% |
| 3Y | +226.8% | -39.8% | +266.6% | +230.1% |
| 5Y | +251.2% | -92.4% | +343.6% | +343.6% |
| All | +1,210.6% | -76.3% | +1,287.0% | +1,036.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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