+2,412.8%
IBM vs SNPS
+5,427.6%
-3,014.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.2% |
| 7D | -0.3% | -11.0% | +10.7% | +2.2% |
| 30D | +0.3% | -1.7% | +2.0% | +0.4% |
| 3M | -21.6% | -20.4% | -1.3% | -17.9% |
| 6M | -4.7% | -8.6% | +3.9% | -3.4% |
| YTD | -19.1% | -16.2% | -2.9% | -16.6% |
| 1Y | -2.5% | -34.6% | +32.1% | +3.1% |
| 3Y | +74.2% | -14.5% | +88.6% | +69.8% |
| 5Y | +113.1% | +17.0% | +96.1% | +89.0% |
| 10Y | +133.5% | +560.0% | -426.5% | +39.6% |
| All | +2,412.8% | +5,427.6% | -3,014.7% | +862.5% |
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 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