+87.0%
SCHW vs SNPS
-13.6%
+100.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.8% | -4.6% | +1.8% | -2.1% |
| 30D | -0.1% | -3.3% | +3.3% | +0.2% |
| 3M | +20.6% | -13.8% | +34.3% | +22.9% |
| 6M | +15.9% | -8.2% | +24.1% | +16.3% |
| YTD | +8.5% | -15.4% | +23.9% | +10.0% |
| 1Y | +17.8% | +2.4% | +15.4% | +15.2% |
| All | +87.0% | -13.6% | +100.6% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling