+55.0%
MSFT vs SNPS
-15.3%
+70.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.9% |
| 7D | -2.7% | -11.0% | +8.3% | -0.3% |
| 30D | +2.7% | -1.7% | +4.4% | +2.8% |
| 3M | +17.0% | -20.4% | +37.3% | +22.2% |
| 6M | +23.8% | -8.6% | +32.4% | +24.7% |
| YTD | +4.0% | -16.2% | +20.1% | +6.6% |
| 1Y | -0.8% | -34.6% | +33.8% | +4.5% |
| All | +55.0% | -15.3% | +70.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling