+885.0%
MSFT vs SNPS
+562.2%
+322.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.0% | -5.5% | +4.4% | +1.5% |
| 30D | -2.7% | -4.5% | +1.8% | -1.4% |
| 3M | +22.1% | -15.5% | +37.6% | +30.2% |
| 6M | +20.6% | -10.1% | +30.6% | +23.2% |
| YTD | +2.3% | -16.3% | +18.6% | +7.6% |
| 1Y | -0.5% | -34.9% | +34.4% | +9.4% |
| 3Y | +50.5% | -14.4% | +64.9% | +29.1% |
| 5Y | +72.3% | +17.9% | +54.5% | +14.4% |
| 10Y | +885.0% | +574.2% | +310.8% | +92.3% |
| All | +885.0% | +562.2% | +322.8% | +92.3% |
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