+922.9%
MSFT vs SNPS
+674.7%
+248.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | +2.3% | -0.6% | +3.0% | +2.6% |
| 30D | -0.4% | -9.8% | +9.5% | +3.9% |
| 3M | +5.6% | +11.7% | -6.2% | -1.4% |
| 6M | +29.0% | -10.9% | +39.9% | +32.1% |
| YTD | +10.9% | -2.1% | +13.0% | +7.5% |
| 1Y | +6.2% | +14.8% | -8.5% | -5.0% |
| 3Y | +47.6% | -11.3% | +59.0% | +26.9% |
| 5Y | +67.9% | +36.2% | +31.7% | +3.9% |
| 10Y | +922.9% | +684.5% | +238.4% | +91.4% |
| All | +922.9% | +674.7% | +248.2% | +91.4% |
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