+404.3%
META vs SNPS
+667.9%
-263.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.3% |
| 7D | -0.8% | -3.7% | +2.9% | +1.0% |
| 30D | -15.4% | -10.4% | -5.0% | -11.1% |
| 3M | +3.5% | +11.0% | -7.4% | -3.9% |
| 6M | -0.3% | -10.7% | +10.4% | +2.3% |
| YTD | -7.3% | -4.1% | -3.2% | -10.2% |
| 1Y | -1.1% | +13.7% | -14.8% | -13.0% |
| 3Y | +95.1% | -8.1% | +103.1% | +61.9% |
| 5Y | +80.6% | +32.2% | +48.4% | +14.2% |
| All | +404.3% | +667.9% | -263.6% | +6.0% |
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