+1,041.6%
DIS vs SNPS
+5,427.6%
-4,386.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.6% |
| 7D | -2.6% | -11.0% | +8.4% | -0.2% |
| 30D | +3.5% | -1.7% | +5.2% | +3.5% |
| 3M | +6.8% | -20.4% | +27.2% | +11.3% |
| 6M | +3.0% | -8.6% | +11.6% | +3.7% |
| YTD | -6.7% | -16.2% | +9.4% | -4.7% |
| 1Y | -10.1% | -34.6% | +24.5% | -5.8% |
| 3Y | +33.0% | -14.5% | +47.5% | +28.1% |
| 5Y | -40.0% | +17.0% | -57.0% | -46.7% |
| 10Y | +21.1% | +560.0% | -539.0% | -26.1% |
| All | +1,041.6% | +5,427.6% | -4,386.0% | +349.3% |
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