-9.4%
DASH vs SNPS
+28.2%
-37.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.9% | -4.5% | -7.0% |
| 7D | +0.5% | -10.2% | +10.7% | +5.9% |
| 30D | -7.1% | -12.8% | +5.8% | -1.1% |
| 3M | -13.2% | +9.9% | -23.0% | -19.3% |
| 6M | +8.3% | -12.4% | +20.7% | +11.8% |
| YTD | -20.6% | -6.3% | -14.3% | -22.0% |
| 1Y | -24.4% | +7.6% | -32.0% | -31.3% |
| 3Y | +94.5% | -9.8% | +104.3% | +46.5% |
| 5Y | -9.4% | +29.2% | -38.7% | -58.2% |
| All | -9.4% | +28.2% | -37.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling