+112.0%
IBM vs SNPS
+16.7%
+95.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.3% | -5.5% | +5.8% | +1.3% |
| 30D | -1.5% | -5.8% | +4.3% | -0.6% |
| 3M | -16.8% | -17.2% | +0.4% | -14.2% |
| 6M | -9.0% | -10.4% | +1.3% | -7.7% |
| YTD | -20.1% | -16.5% | -3.5% | -18.1% |
| 1Y | -7.0% | -35.6% | +28.6% | -2.8% |
| 3Y | +72.4% | -14.6% | +87.0% | +68.8% |
| 5Y | +112.0% | +16.5% | +95.5% | +99.5% |
| All | +112.0% | +16.7% | +95.2% | +99.5% |
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