+10,339.9%
COST vs SNPS
+5,427.6%
+4,912.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | 0.0% |
| 7D | -3.1% | -11.0% | +7.9% | -0.9% |
| 30D | -2.8% | -1.7% | -1.0% | -2.9% |
| 3M | -5.7% | -20.4% | +14.7% | -2.0% |
| 6M | -8.8% | -8.6% | -0.1% | -8.4% |
| YTD | +6.7% | -16.2% | +22.8% | +8.5% |
| 1Y | -3.6% | -34.6% | +30.9% | +0.3% |
| 3Y | +75.1% | -14.5% | +89.5% | +68.2% |
| 5Y | +108.9% | +17.0% | +91.9% | +85.2% |
| 10Y | +586.2% | +560.0% | +26.1% | +322.9% |
| All | +10,339.9% | +5,427.6% | +4,912.3% | +3,676.8% |
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