+520.8%
APP vs SNPS
+76.2%
+444.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.0% |
| 7D | +48.9% | -0.2% | +49.1% | +48.1% |
| 30D | +49.4% | -8.0% | +57.5% | +56.1% |
| 3M | +27.0% | +12.5% | +14.6% | +12.4% |
| 6M | -15.4% | -10.5% | -4.9% | -13.6% |
| YTD | -39.9% | -1.6% | -38.3% | -43.1% |
| 1Y | -32.0% | +16.8% | -48.8% | -42.8% |
| 3Y | +824.3% | -10.9% | +835.3% | +653.9% |
| 5Y | +252.4% | +35.8% | +216.7% | +80.7% |
| All | +520.8% | +76.2% | +444.6% | +143.3% |
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