+763.2%
IWM vs SNPS
+2,045.5%
-1,282.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +0.6% | -9.8% | +10.4% | +4.1% |
| 3M | -6.2% | +11.7% | -17.9% | -11.2% |
| 6M | -0.8% | -10.9% | +10.2% | +1.3% |
| YTD | +14.8% | -2.1% | +16.8% | +11.8% |
| 1Y | +16.1% | +14.8% | +1.4% | +6.5% |
| 3Y | +71.5% | -11.3% | +82.9% | +57.8% |
| 5Y | +25.8% | +36.2% | -10.5% | -5.0% |
| 10Y | +155.4% | +684.5% | -529.1% | -4.6% |
| All | +763.2% | +2,045.5% | -1,282.4% | +100.8% |
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