+14,056.5%
SCHW vs SNPS
+5,418.9%
+8,637.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -5.5% | +3.9% | +0.2% |
| 30D | -1.1% | -4.5% | +3.4% | -0.2% |
| 3M | +20.4% | -15.5% | +35.9% | +26.0% |
| 6M | +13.6% | -10.1% | +23.7% | +15.3% |
| YTD | +7.7% | -16.3% | +24.0% | +11.3% |
| 1Y | +15.2% | -34.9% | +50.1% | +23.6% |
| 3Y | +87.1% | -14.4% | +101.5% | +74.8% |
| 5Y | +57.5% | +17.9% | +39.6% | +27.4% |
| 10Y | +295.1% | +574.2% | -279.1% | +64.9% |
| All | +14,056.5% | +5,418.9% | +8,637.6% | +2,812.9% |
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