+13,447.0%
GOOG vs SNPS
+2,531.1%
+10,915.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.1% | -5.5% | +6.6% | +3.4% |
| 30D | -5.1% | -5.8% | +0.7% | -3.5% |
| 3M | -7.1% | -17.2% | +10.1% | -0.6% |
| 6M | +12.7% | -10.4% | +23.0% | +15.0% |
| YTD | +7.1% | -16.5% | +23.6% | +11.5% |
| 1Y | +43.6% | -35.6% | +79.2% | +57.0% |
| 3Y | +146.8% | -14.6% | +161.4% | +122.0% |
| 5Y | +133.7% | +16.5% | +117.2% | +74.4% |
| 10Y | +773.3% | +556.6% | +216.8% | +171.6% |
| All | +13,447.0% | +2,531.1% | +10,915.9% | +2,238.1% |
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