+140.3%
IBM vs SNPS
+28.8%
+111.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.0% |
| 7D | -4.3% | -10.2% | +5.9% | -2.6% |
| 30D | +11.7% | -12.8% | +24.5% | +14.2% |
| 3M | +5.5% | +9.9% | -4.4% | +3.1% |
| 6M | +9.5% | -12.4% | +21.8% | +11.1% |
| YTD | -14.9% | -6.3% | -8.6% | -14.9% |
| 1Y | -17.4% | +7.6% | -25.0% | -19.1% |
| 3Y | +83.3% | -9.8% | +93.0% | +76.3% |
| All | +140.3% | +28.8% | +111.4% | +113.9% |
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