+209.9%
ON vs SNPS
+1,758.8%
-1,548.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +4.5% |
| 7D | +2.4% | -11.0% | +13.5% | +10.1% |
| 30D | -3.3% | -1.7% | -1.5% | -3.2% |
| 3M | -43.6% | -20.4% | -23.2% | -35.4% |
| 6M | +19.0% | -8.6% | +27.6% | +23.2% |
| YTD | +37.4% | -16.2% | +53.5% | +48.7% |
| 1Y | +54.8% | -34.6% | +89.3% | +78.9% |
| 3Y | -25.2% | -14.5% | -10.7% | -31.0% |
| 5Y | +62.7% | +17.0% | +45.7% | +22.8% |
| 10Y | +574.3% | +560.0% | +14.3% | +72.8% |
| All | +209.9% | +1,758.8% | -1,548.9% | -65.7% |
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