+94.5%
QQQ vs SNPS
+16.9%
+77.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.0% | -5.5% | +6.5% | +2.9% |
| 30D | -0.6% | -4.5% | +3.9% | +0.4% |
| 3M | +1.3% | -15.5% | +16.8% | +6.7% |
| 6M | +18.1% | -10.1% | +28.2% | +20.6% |
| YTD | +16.9% | -16.3% | +33.2% | +21.7% |
| 1Y | +24.0% | -34.9% | +58.9% | +35.0% |
| 3Y | +95.6% | -14.4% | +110.0% | +72.9% |
| 5Y | +94.5% | +17.9% | +76.6% | +38.2% |
| All | +94.5% | +16.9% | +77.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling