+534.7%
QQQ vs SNPS
+635.4%
-100.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +3.6% | +1.1% | +2.6% | +3.2% |
| 30D | -6.7% | -5.2% | -1.6% | -4.7% |
| 3M | -7.0% | +10.6% | -17.6% | -12.4% |
| 6M | -4.7% | -10.6% | +6.0% | -2.0% |
| YTD | +11.1% | -3.1% | +14.1% | +8.4% |
| 1Y | +12.3% | +15.6% | -3.3% | +0.6% |
| 3Y | +83.3% | -12.9% | +96.3% | +63.2% |
| 5Y | +77.5% | +31.2% | +46.3% | +18.7% |
| All | +534.7% | +635.4% | -100.7% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling