+653.2%
C vs SNPS
+6,079.8%
-5,426.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.9% | -0.2% | -3.7% |
| 7D | -5.3% | -10.2% | +4.9% | -2.3% |
| 30D | -7.3% | -12.8% | +5.5% | -3.8% |
| 3M | -13.5% | +9.9% | -23.3% | -16.8% |
| 6M | -6.5% | -12.4% | +5.9% | -4.4% |
| YTD | +3.6% | -6.3% | +9.9% | +3.0% |
| 1Y | +18.9% | +7.6% | +11.3% | +13.4% |
| 3Y | +205.0% | -9.8% | +214.7% | +186.9% |
| 5Y | +109.4% | +29.2% | +80.1% | +72.6% |
| 10Y | +232.9% | +663.8% | -430.8% | +61.1% |
| All | +653.2% | +6,079.8% | -5,426.6% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling