+2,502.1%
SOXX vs SNPS
+1,556.3%
+945.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | +3.0% | -4.6% | +7.6% | +5.7% |
| 30D | -3.1% | -3.3% | +0.2% | -2.2% |
| 3M | -4.4% | -13.8% | +9.4% | +3.0% |
| 6M | +52.9% | -8.2% | +61.1% | +57.4% |
| YTD | +72.0% | -15.4% | +87.5% | +84.4% |
| 1Y | +105.1% | +2.4% | +102.7% | +91.2% |
| 3Y | +220.6% | -13.5% | +234.1% | +196.9% |
| 5Y | +244.8% | +19.5% | +225.3% | +157.6% |
| 10Y | +1,537.1% | +581.0% | +956.1% | +323.1% |
| All | +2,502.1% | +1,556.3% | +945.8% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling