+1,928.2%
DUK vs SNPS
+5,427.6%
-3,499.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.6% |
| 7D | 0.0% | -11.0% | +11.0% | +0.8% |
| 30D | -1.7% | -1.7% | +0.1% | -1.7% |
| 3M | -0.4% | -20.4% | +19.9% | +1.0% |
| 6M | -7.2% | -8.6% | +1.4% | -7.1% |
| YTD | +5.3% | -16.2% | +21.4% | +5.9% |
| 1Y | +3.0% | -34.6% | +37.5% | +4.5% |
| 3Y | +53.1% | -14.5% | +67.5% | +49.9% |
| 5Y | +37.9% | +17.0% | +20.9% | +30.0% |
| 10Y | +124.8% | +560.0% | -435.2% | +82.0% |
| All | +1,928.2% | +5,427.6% | -3,499.4% | +1,345.1% |
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