+50.6%
DDOG vs SNPS
+16.7%
+33.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -6.1% | -5.5% | -0.6% | -2.9% |
| 30D | -10.1% | -5.8% | -4.4% | -7.3% |
| 3M | -9.3% | -17.2% | +7.9% | +0.6% |
| 6M | +67.2% | -10.4% | +77.6% | +74.6% |
| YTD | +54.6% | -16.5% | +71.1% | +68.4% |
| 1Y | +54.1% | -35.6% | +89.7% | +79.5% |
| 3Y | +115.3% | -14.6% | +129.9% | +67.1% |
| 5Y | +50.6% | +16.5% | +34.2% | -14.6% |
| All | +50.6% | +16.7% | +33.9% | -14.6% |
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