+234.1%
ABT vs SNPS
+635.4%
-401.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.3% | +1.1% | -2.3% | -1.5% |
| 30D | +6.0% | -5.2% | +11.2% | +6.9% |
| 3M | -1.9% | +10.6% | -12.4% | -5.2% |
| 6M | +31.2% | -10.6% | +41.8% | +32.3% |
| YTD | -11.2% | -3.1% | -8.1% | -13.1% |
| 1Y | -14.0% | +15.6% | -29.5% | -19.7% |
| 3Y | +20.7% | -12.9% | +33.6% | +10.0% |
| 5Y | -6.7% | +31.2% | -37.9% | -31.6% |
| All | +234.1% | +635.4% | -401.3% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling