+1,802.7%
GLW vs SNPS
+6,079.8%
-4,277.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.9% | -8.0% | -11.4% |
| 7D | -19.7% | -10.2% | -9.6% | -16.9% |
| 30D | -38.8% | -12.8% | -25.9% | -35.9% |
| 3M | -33.9% | +9.9% | -43.7% | -35.9% |
| 6M | -36.0% | -12.4% | -23.6% | -33.3% |
| YTD | +18.7% | -6.3% | +25.0% | +20.3% |
| 1Y | +19.8% | +7.6% | +12.2% | +16.2% |
| 3Y | +294.3% | -9.8% | +304.1% | +276.9% |
| 5Y | +205.7% | +29.2% | +176.5% | +154.4% |
| 10Y | +493.8% | +663.8% | -170.0% | +186.2% |
| All | +1,802.7% | +6,079.8% | -4,277.1% | +497.0% |
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