+390.4%
DDOG vs SNPS
+233.1%
+157.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.9% |
| 7D | +2.9% | +1.1% | +1.8% | +2.1% |
| 30D | -31.6% | -5.2% | -26.5% | -29.0% |
| 3M | -27.0% | +10.6% | -37.5% | -32.4% |
| 6M | -10.3% | -10.6% | +0.3% | -6.1% |
| YTD | +35.4% | -3.1% | +38.5% | +33.3% |
| 1Y | -1.0% | +15.6% | -16.5% | -14.1% |
| 3Y | +76.7% | -12.9% | +89.6% | +48.2% |
| 5Y | -4.6% | +31.2% | -35.8% | -44.6% |
| All | +390.4% | +233.1% | +157.4% | +31.0% |
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