+247.9%
SOXX vs SNPS
+18.8%
+229.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | -3.6% | -3.6% | 0.0% | -2.6% |
| 3M | -10.2% | -12.9% | +2.8% | -4.2% |
| 6M | +54.2% | -8.2% | +62.5% | +58.7% |
| YTD | +75.2% | -15.4% | +90.6% | +87.1% |
| 1Y | +107.5% | -9.3% | +116.8% | +110.3% |
| 3Y | +226.8% | -14.0% | +240.7% | +185.7% |
| All | +247.9% | +18.8% | +229.1% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling