+682.2%
XLK vs SNAP
-77.2%
+759.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.3% |
| 7D | +0.9% | +0.7% | +0.1% | +0.7% |
| 30D | +0.7% | +2.6% | -1.9% | +0.1% |
| 3M | -2.9% | -9.9% | +7.0% | -2.1% |
| 6M | +34.3% | +1.9% | +32.4% | +32.3% |
| YTD | +30.4% | -32.2% | +62.6% | +35.5% |
| 1Y | +43.4% | -22.8% | +66.2% | +45.8% |
| 3Y | +116.8% | -47.6% | +164.4% | +120.7% |
| 5Y | +144.0% | -92.7% | +236.7% | +190.7% |
| All | +682.2% | -77.2% | +759.5% | +585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling