+1,103.7%
DIA vs SNPS
+2,576.1%
-1,472.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +1.1% | -9.8% | +10.9% | +3.3% |
| 3M | -2.9% | +11.7% | -14.6% | -6.2% |
| 6M | +5.9% | -10.9% | +16.8% | +7.3% |
| YTD | +9.8% | -2.1% | +11.9% | +7.9% |
| 1Y | +11.7% | +14.8% | -3.0% | +5.6% |
| 3Y | +59.5% | -11.3% | +70.9% | +51.1% |
| 5Y | +57.5% | +36.2% | +21.3% | +31.1% |
| 10Y | +235.9% | +684.5% | -448.6% | +82.0% |
| All | +1,103.7% | +2,576.1% | -1,472.4% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling