-8.9%
DASH vs SNPS
+93.9%
-102.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.1% | +5.1% | -9.2% | -6.5% |
| 30D | -10.6% | -6.4% | -4.2% | -8.1% |
| 3M | -18.8% | +12.2% | -31.0% | -25.4% |
| 6M | +11.2% | -9.8% | +21.0% | +13.3% |
| YTD | -23.8% | -1.5% | -22.3% | -27.1% |
| 1Y | -12.2% | +16.0% | -28.2% | -23.8% |
| 3Y | +97.3% | -10.8% | +108.1% | +57.3% |
| 5Y | -29.8% | +33.3% | -63.2% | -64.3% |
| All | -8.9% | +93.9% | -102.8% | -69.8% |
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 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