+71.4%
MSFT vs SNPS
+16.7%
+54.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.4% | -5.5% | +4.1% | +0.4% |
| 30D | -1.0% | -5.8% | +4.7% | +0.4% |
| 3M | +20.2% | -17.2% | +37.4% | +26.9% |
| 6M | +21.3% | -10.4% | +31.6% | +23.5% |
| YTD | +2.8% | -16.5% | +19.3% | +7.0% |
| 1Y | 0.0% | -35.6% | +35.6% | +8.6% |
| 3Y | +51.2% | -14.6% | +65.8% | +32.5% |
| 5Y | +71.4% | +16.5% | +55.0% | +25.0% |
| All | +71.4% | +16.7% | +54.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling