+2,532.9%
IBM vs SNPS
+6,454.0%
-3,921.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +8.4% | -8.4% | +16.8% | +10.2% |
| 3M | +4.5% | +12.3% | -7.8% | +1.1% |
| 6M | +7.9% | -9.6% | +17.5% | +9.1% |
| YTD | -15.2% | -0.6% | -14.6% | -16.2% |
| 1Y | -17.6% | +18.7% | -36.3% | -21.6% |
| 3Y | +82.1% | -7.6% | +89.6% | +73.9% |
| 5Y | +143.3% | +34.1% | +109.3% | +108.9% |
| 10Y | +149.9% | +691.2% | -541.3% | +42.9% |
| All | +2,532.9% | +6,454.0% | -3,921.1% | +867.0% |
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