+728.4%
SLB vs SNPS
+5,427.6%
-4,699.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.2% |
| 7D | +0.8% | -11.0% | +11.9% | +3.1% |
| 30D | +15.8% | -1.7% | +17.6% | +15.9% |
| 3M | -0.3% | -20.4% | +20.0% | +3.6% |
| 6M | +21.3% | -8.6% | +30.0% | +22.5% |
| YTD | +52.3% | -16.2% | +68.5% | +55.7% |
| 1Y | +63.6% | -34.6% | +98.2% | +70.7% |
| 3Y | +3.8% | -14.5% | +18.2% | +0.9% |
| 5Y | +128.6% | +17.0% | +111.7% | +104.6% |
| 10Y | -3.1% | +560.0% | -563.1% | -38.0% |
| All | +728.4% | +5,427.6% | -4,699.2% | +260.6% |
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