+1,710.5%
GS vs SNPS
+1,720.4%
-9.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -4.6% |
| 7D | -6.3% | -10.2% | +3.8% | -2.5% |
| 30D | -3.1% | -12.8% | +9.7% | +1.7% |
| 3M | -17.7% | +9.9% | -27.5% | -21.6% |
| 6M | -4.6% | -12.4% | +7.8% | -1.7% |
| YTD | +0.3% | -6.3% | +6.6% | -0.4% |
| 1Y | +11.7% | +7.6% | +4.1% | +5.1% |
| 3Y | +183.6% | -9.8% | +193.3% | +159.4% |
| 5Y | +141.0% | +29.2% | +111.7% | +83.8% |
| 10Y | +507.4% | +663.8% | -156.3% | +115.2% |
| All | +1,710.5% | +1,720.4% | -9.9% | +294.6% |
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