+1,270.2%
SNPS vs A
+546.2%
+724.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | -10.4% | +3.4% | -13.7% | -11.3% |
| 3M | +11.0% | +23.8% | -12.9% | +3.2% |
| 6M | -10.7% | +49.0% | -59.7% | -22.9% |
| YTD | -4.1% | +29.4% | -33.5% | -13.3% |
| 1Y | +13.7% | +19.4% | -5.7% | +5.5% |
| 3Y | -8.1% | +66.2% | -74.2% | -24.1% |
| 5Y | +32.2% | +15.8% | +16.4% | +22.4% |
| 10Y | +681.4% | +326.1% | +355.3% | +394.6% |
| All | +1,270.2% | +546.2% | +724.0% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling