+297.3%
GLW vs SNPS
-9.8%
+307.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.9% | -8.0% | -11.4% |
| 7D | -19.7% | -10.2% | -9.6% | -17.0% |
| 30D | -38.8% | -12.8% | -25.9% | -36.1% |
| 3M | -33.9% | +9.9% | -43.7% | -35.5% |
| 6M | -36.0% | -12.4% | -23.6% | -33.7% |
| YTD | +18.7% | -6.3% | +25.0% | +20.3% |
| 1Y | +19.8% | +7.6% | +12.2% | +17.7% |
| All | +297.3% | -9.8% | +307.1% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling