+149.1%
XLK vs SNAP
-92.9%
+242.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +2.3% | -5.0% | +7.3% | +3.1% |
| 30D | +0.8% | -0.7% | +1.6% | +0.7% |
| 3M | +4.1% | -5.0% | +9.1% | +4.1% |
| 6M | +34.8% | +3.5% | +31.2% | +32.4% |
| YTD | +30.8% | -34.2% | +65.0% | +36.6% |
| 1Y | +42.4% | -27.1% | +69.4% | +45.9% |
| 3Y | +121.8% | -43.5% | +165.3% | +123.2% |
| All | +149.1% | -92.9% | +242.0% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling