+97.7%
GOOG vs SNPS
+30.3%
+67.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | +3.0% | +1.1% | +2.0% | +2.7% |
| 30D | -14.9% | -5.2% | -9.7% | -13.8% |
| 3M | -14.9% | +10.6% | -25.4% | -18.7% |
| 6M | -26.6% | -10.6% | -16.0% | -25.4% |
| YTD | -6.6% | -3.1% | -3.5% | -8.8% |
| 1Y | +5.1% | +15.6% | -10.5% | -3.7% |
| 3Y | +121.0% | -12.9% | +133.9% | +97.3% |
| All | +97.7% | +30.3% | +67.4% | +32.7% |
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