+606.1%
COST vs SNPS
+585.4%
+20.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -4.7% | -3.6% | -1.1% | -4.4% |
| 3M | -7.1% | -12.9% | +5.8% | -4.9% |
| 6M | -8.5% | -8.2% | -0.3% | -8.3% |
| YTD | +5.4% | -15.4% | +20.8% | +7.2% |
| 1Y | -5.6% | -9.3% | +3.7% | -6.8% |
| 3Y | +68.5% | -14.0% | +82.4% | +55.2% |
| 5Y | +105.2% | +19.5% | +85.7% | +63.4% |
| All | +606.1% | +585.4% | +20.7% | +207.6% |
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