+34,292.6%
MSFT vs SNPS
+6,222.2%
+28,070.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.7% |
| 7D | +1.7% | -3.7% | +5.3% | +2.8% |
| 30D | +0.2% | -10.4% | +10.5% | +3.4% |
| 3M | +6.4% | +11.0% | -4.6% | +1.7% |
| 6M | +28.7% | -10.7% | +39.4% | +30.8% |
| YTD | +10.4% | -4.1% | +14.5% | +9.2% |
| 1Y | +7.6% | +13.7% | -6.1% | +0.5% |
| 3Y | +52.3% | -8.1% | +60.4% | +41.3% |
| 5Y | +64.5% | +32.2% | +32.3% | +34.8% |
| 10Y | +917.8% | +681.4% | +236.4% | +397.8% |
| All | +34,292.6% | +6,222.2% | +28,070.3% | +9,119.8% |
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