+1,107.4%
DIA vs SNPS
+2,616.9%
-1,509.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +1.4% | -8.4% | +9.9% | +3.3% |
| 3M | -2.7% | +12.3% | -14.9% | -6.2% |
| 6M | +6.2% | -9.6% | +15.8% | +7.2% |
| YTD | +10.1% | -0.6% | +10.7% | +7.8% |
| 1Y | +13.0% | +18.7% | -5.7% | +6.0% |
| 3Y | +61.9% | -7.6% | +69.4% | +51.8% |
| 5Y | +57.1% | +34.1% | +23.0% | +31.3% |
| 10Y | +240.9% | +691.2% | -450.3% | +84.3% |
| All | +1,107.4% | +2,616.9% | -1,509.5% | +335.1% |
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