-8.6%
DDOG vs SNPS
+36.0%
-44.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.3% | -1.9% |
| 7D | -16.9% | +0.2% | -17.1% | -16.9% |
| 30D | -38.8% | -8.4% | -30.3% | -35.2% |
| 3M | -23.2% | +12.3% | -35.5% | -29.2% |
| 6M | -10.3% | -9.6% | -0.7% | -6.7% |
| YTD | +32.1% | -0.6% | +32.7% | +28.5% |
| 1Y | -6.1% | +18.7% | -24.8% | -19.0% |
| 3Y | +79.2% | -7.6% | +86.8% | +38.3% |
| 5Y | -8.6% | +34.1% | -42.7% | -54.3% |
| All | -8.6% | +36.0% | -44.6% | -54.3% |
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 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