+1,129.1%
DIA vs SNPS
+2,191.4%
-1,062.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.7% |
| 7D | -0.2% | -11.0% | +10.8% | +2.5% |
| 30D | -1.5% | -1.7% | +0.2% | -1.5% |
| 3M | +3.8% | -20.4% | +24.1% | +8.7% |
| 6M | +10.3% | -8.6% | +18.9% | +11.2% |
| YTD | +12.1% | -16.2% | +28.2% | +14.8% |
| 1Y | +18.6% | -34.6% | +53.2% | +24.8% |
| 3Y | +60.6% | -14.5% | +75.1% | +53.8% |
| 5Y | +64.4% | +17.0% | +47.4% | +42.4% |
| 10Y | +250.1% | +560.0% | -309.9% | +98.4% |
| All | +1,129.1% | +2,191.4% | -1,062.3% | +363.3% |
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