+2,738.5%
GLW vs SNPS
+5,427.6%
-2,689.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +7.4% |
| 7D | +3.8% | -11.0% | +14.8% | +7.4% |
| 30D | -1.3% | -1.7% | +0.4% | -1.3% |
| 3M | -21.8% | -20.4% | -1.5% | -16.3% |
| 6M | +6.9% | -8.6% | +15.5% | +9.4% |
| YTD | +77.2% | -16.2% | +93.3% | +85.3% |
| 1Y | +123.2% | -34.6% | +157.8% | +141.1% |
| 3Y | +400.0% | -14.5% | +414.5% | +383.8% |
| 5Y | +342.8% | +17.0% | +325.8% | +278.6% |
| 10Y | +771.4% | +560.0% | +211.4% | +338.1% |
| All | +2,738.5% | +5,427.6% | -2,689.1% | +819.8% |
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