+2,097.6%
DUK vs SNPS
+6,288.8%
-4,191.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +1.9% | +1.1% | +0.9% | +1.9% |
| 30D | +8.9% | -5.2% | +14.0% | +9.2% |
| 3M | +5.6% | +10.6% | -5.0% | +4.5% |
| 6M | +7.0% | -10.6% | +17.6% | +7.3% |
| YTD | +14.0% | -3.1% | +17.1% | +13.4% |
| 1Y | +9.1% | +15.6% | -6.5% | +6.9% |
| 3Y | +67.6% | -12.9% | +80.5% | +64.0% |
| 5Y | +56.6% | +31.2% | +25.4% | +46.3% |
| 10Y | +159.8% | +663.4% | -503.6% | +107.7% |
| All | +2,097.6% | +6,288.8% | -4,191.2% | +1,446.4% |
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