+702.3%
GOOG vs SNPS
+635.4%
+67.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.3% |
| 7D | +3.0% | +1.1% | +2.0% | +2.6% |
| 30D | -14.9% | -5.2% | -9.7% | -13.4% |
| 3M | -14.9% | +10.6% | -25.4% | -19.9% |
| 6M | -26.6% | -10.6% | -16.0% | -25.3% |
| YTD | -6.6% | -3.1% | -3.5% | -9.7% |
| 1Y | +5.1% | +15.6% | -10.5% | -6.2% |
| 3Y | +121.0% | -12.9% | +133.9% | +94.5% |
| 5Y | +97.3% | +31.2% | +66.1% | +31.7% |
| All | +702.3% | +635.4% | +67.0% | +80.9% |
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