+684.5%
SNPS vs A
+312.5%
+372.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -0.6% | +1.4% | -2.0% | -1.3% |
| 30D | -9.8% | +4.3% | -14.1% | -11.8% |
| 3M | +11.7% | +19.8% | -8.1% | +0.4% |
| 6M | -10.9% | +54.4% | -65.3% | -32.7% |
| YTD | -2.1% | +31.7% | -33.8% | -18.7% |
| 1Y | +14.8% | +22.4% | -7.7% | -0.6% |
| 3Y | -11.3% | +67.7% | -79.0% | -39.2% |
| 5Y | +36.2% | +15.7% | +20.5% | +16.6% |
| 10Y | +684.5% | +308.7% | +375.8% | +255.0% |
| All | +684.5% | +312.5% | +372.0% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling