+615.1%
SLB vs SNPS
+6,079.8%
-5,464.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.8% |
| 7D | -7.7% | -10.2% | +2.4% | -5.9% |
| 30D | -0.7% | -12.8% | +12.1% | +1.8% |
| 3M | 0.0% | +9.9% | -9.9% | -2.4% |
| 6M | -10.4% | -12.4% | +1.9% | -9.0% |
| YTD | +31.5% | -6.3% | +37.7% | +31.0% |
| 1Y | +39.1% | +7.6% | +31.5% | +34.9% |
| 3Y | -5.7% | -9.8% | +4.0% | -9.5% |
| 5Y | +65.4% | +29.2% | +36.2% | +44.8% |
| 10Y | -15.6% | +663.8% | -679.3% | -47.7% |
| All | +615.1% | +6,079.8% | -5,464.7% | +203.5% |
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