+220.8%
SOXX vs SNAP
-41.8%
+262.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -3.6% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | -3.1% | +0.2% | -3.3% | -3.7% |
| 3M | -4.4% | +2.6% | -7.0% | -6.0% |
| 6M | +52.9% | +12.4% | +40.5% | +45.8% |
| YTD | +72.0% | -31.6% | +103.6% | +83.0% |
| 1Y | +105.1% | -21.7% | +126.8% | +110.5% |
| All | +220.8% | -41.8% | +262.6% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling