+611.2%
XLK vs SNAP
-78.1%
+689.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +3.4% | +6.0% | -2.7% | +2.5% |
| 30D | -10.6% | -13.8% | +3.2% | -8.8% |
| 3M | -10.6% | -0.8% | -9.9% | -11.0% |
| 6M | -3.5% | -6.2% | +2.8% | -3.6% |
| YTD | +18.7% | -34.8% | +53.5% | +23.7% |
| 1Y | +19.4% | -38.7% | +58.1% | +25.4% |
| 3Y | +94.2% | -53.5% | +147.7% | +100.9% |
| 5Y | +111.0% | -90.2% | +201.2% | +143.3% |
| All | +611.2% | -78.1% | +689.3% | +525.0% |
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 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