+32,289.1%
MSFT vs SNPS
+5,427.6%
+26,861.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.3% |
| 7D | -2.7% | -11.0% | +8.3% | +0.9% |
| 30D | +2.7% | -1.7% | +4.4% | +2.8% |
| 3M | +17.0% | -20.4% | +37.3% | +24.6% |
| 6M | +23.8% | -8.6% | +32.4% | +25.5% |
| YTD | +4.0% | -16.2% | +20.1% | +8.0% |
| 1Y | -0.8% | -34.6% | +33.8% | +6.2% |
| 3Y | +55.6% | -14.5% | +70.1% | +48.6% |
| 5Y | +72.9% | +17.0% | +55.9% | +48.2% |
| 10Y | +875.8% | +560.0% | +315.8% | +406.1% |
| All | +32,289.1% | +5,427.6% | +26,861.5% | +9,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling