+29,364.2%
ORCL vs SNPS
+6,355.4%
+23,008.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -6.5% | -0.6% | -5.9% | -6.2% |
| 30D | -16.6% | -9.8% | -6.8% | -13.3% |
| 3M | -21.6% | +11.7% | -33.3% | -25.4% |
| 6M | -39.4% | -10.9% | -28.4% | -37.5% |
| YTD | -38.7% | -2.1% | -36.6% | -39.0% |
| 1Y | -50.4% | +14.8% | -65.1% | -53.4% |
| 3Y | +8.1% | -11.3% | +19.4% | 0.0% |
| 5Y | +34.5% | +36.2% | -1.7% | +2.9% |
| 10Y | +246.0% | +684.5% | -438.5% | +28.5% |
| All | +29,364.2% | +6,355.4% | +23,008.8% | +3,714.3% |
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