+135.0%
GOOG vs SNPS
+18.4%
+116.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -2.5% | -4.6% | +2.1% | -1.1% |
| 30D | -3.6% | -3.3% | -0.3% | -3.2% |
| 3M | -6.4% | -13.8% | +7.3% | -2.8% |
| 6M | +7.8% | -8.2% | +16.0% | +8.6% |
| YTD | +5.5% | -15.4% | +20.9% | +8.5% |
| 1Y | +38.3% | +2.4% | +35.9% | +30.4% |
| 3Y | +143.1% | -13.5% | +156.6% | +112.2% |
| 5Y | +135.0% | +19.5% | +115.6% | +66.8% |
| All | +135.0% | +18.4% | +116.7% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling