+556.6%
SNPS vs A
+237.5%
+319.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.1% |
| 7D | -5.5% | -2.1% | -3.4% | -4.4% |
| 30D | -5.8% | +0.6% | -6.4% | -6.1% |
| 3M | -17.2% | +10.9% | -28.1% | -22.3% |
| 6M | -10.4% | +28.2% | -38.5% | -24.6% |
| YTD | -16.5% | +8.6% | -25.1% | -22.3% |
| 1Y | -35.6% | +15.5% | -51.2% | -42.4% |
| 3Y | -14.6% | +31.8% | -46.4% | -32.5% |
| 5Y | +16.5% | -14.9% | +31.3% | +20.3% |
| 10Y | +556.6% | +237.8% | +318.7% | +221.4% |
| All | +556.6% | +237.5% | +319.1% | +221.4% |
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