+488.8%
GS vs SNPS
+650.6%
-161.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -4.8% |
| 7D | -6.3% | -10.2% | +3.8% | -3.0% |
| 30D | -3.1% | -12.8% | +9.7% | +1.1% |
| 3M | -17.7% | +9.9% | -27.5% | -21.1% |
| 6M | -4.6% | -12.4% | +7.8% | -1.9% |
| YTD | +0.3% | -6.3% | +6.6% | -0.2% |
| 1Y | +11.7% | +7.6% | +4.1% | +6.0% |
| 3Y | +183.6% | -9.8% | +193.3% | +157.6% |
| 5Y | +141.0% | +29.2% | +111.7% | +80.8% |
| All | +488.8% | +650.6% | -161.8% | +109.8% |
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 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