+760.1%
COST vs SNPS
+635.4%
+124.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +5.0% | +1.1% | +3.9% | +4.8% |
| 30D | +12.8% | -5.2% | +18.0% | +13.7% |
| 3M | +15.2% | +10.6% | +4.6% | +11.4% |
| 6M | +7.4% | -10.6% | +18.0% | +8.4% |
| YTD | +29.0% | -3.1% | +32.1% | +26.5% |
| 1Y | +20.3% | +15.6% | +4.7% | +12.4% |
| 3Y | +99.0% | -12.9% | +111.9% | +84.7% |
| 5Y | +125.7% | +31.2% | +94.5% | +75.9% |
| All | +760.1% | +635.4% | +124.7% | +272.3% |
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