+220.1%
C vs SNPS
+702.6%
-482.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.3% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -5.4% | -8.4% | +3.0% | -2.9% |
| 3M | -9.2% | +12.3% | -21.4% | -13.6% |
| 6M | -1.8% | -9.6% | +7.8% | -0.3% |
| YTD | +6.7% | -0.6% | +7.3% | +3.9% |
| 1Y | +23.5% | +18.7% | +4.8% | +13.2% |
| 3Y | +219.8% | -7.6% | +227.3% | +188.5% |
| 5Y | +112.4% | +34.1% | +78.3% | +56.4% |
| 10Y | +220.1% | +691.2% | -471.1% | -2.5% |
| All | +220.1% | +702.6% | -482.5% | -2.5% |
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