+67.2%
F vs SNPS
+647.5%
-580.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -3.9% | +5.1% | -9.0% | -5.2% |
| 30D | -0.5% | -6.4% | +6.0% | +1.1% |
| 3M | -12.9% | +12.2% | -25.1% | -16.7% |
| 6M | +1.5% | -9.8% | +11.4% | +2.8% |
| YTD | -5.0% | -1.5% | -3.5% | -7.4% |
| 1Y | -7.3% | +16.0% | -23.4% | -14.4% |
| 3Y | +45.3% | -10.8% | +56.1% | +31.7% |
| 5Y | -15.8% | +33.3% | -49.1% | -37.5% |
| All | +67.2% | +647.5% | -580.3% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling