+551.1%
F vs SNPS
+6,079.8%
-5,528.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | 0.0% |
| 7D | +1.4% | -10.2% | +11.6% | +3.8% |
| 30D | +2.0% | -12.8% | +14.9% | +5.0% |
| 3M | -10.4% | +9.9% | -20.2% | -13.0% |
| 6M | +9.7% | -12.4% | +22.1% | +11.5% |
| YTD | -1.2% | -6.3% | +5.1% | -1.9% |
| 1Y | 0.0% | +7.6% | -7.6% | -4.0% |
| 3Y | +41.1% | -9.8% | +50.9% | +33.4% |
| 5Y | -11.4% | +29.2% | -40.6% | -23.5% |
| 10Y | +85.0% | +663.8% | -578.8% | +6.4% |
| All | +551.1% | +6,079.8% | -5,528.7% | +158.6% |
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