+153.1%
IWM vs SNPS
+674.3%
-521.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | -2.0% | -3.7% | +1.6% | -0.8% |
| 30D | -1.5% | -10.4% | +8.9% | +2.0% |
| 3M | -8.0% | +11.0% | -19.0% | -12.4% |
| 6M | -4.1% | -10.7% | +6.6% | -2.2% |
| YTD | +11.9% | -4.1% | +16.0% | +10.0% |
| 1Y | +15.0% | +13.7% | +1.3% | +6.0% |
| 3Y | +64.2% | -8.1% | +72.3% | +45.9% |
| 5Y | +20.4% | +32.2% | -11.8% | -13.3% |
| All | +153.1% | +674.3% | -521.1% | -23.0% |
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 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