+144.8%
IBM vs SNPS
+647.5%
-502.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -0.3% | +5.1% | -5.4% | -1.5% |
| 30D | +6.8% | -6.4% | +13.2% | +8.2% |
| 3M | +4.4% | +12.2% | -7.8% | +0.7% |
| 6M | +13.2% | -9.8% | +23.0% | +14.7% |
| YTD | -15.1% | -1.5% | -13.6% | -16.1% |
| 1Y | -20.2% | +16.0% | -36.2% | -24.2% |
| 3Y | +79.3% | -10.8% | +90.1% | +69.5% |
| 5Y | +147.5% | +33.3% | +114.1% | +101.1% |
| All | +144.8% | +647.5% | -502.7% | -7.6% |
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 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