+1,239.3%
SNPS vs A
+535.2%
+704.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -3.9% |
| 7D | -10.2% | -5.2% | -5.0% | -8.6% |
| 30D | -12.8% | +1.4% | -14.3% | -13.2% |
| 3M | +9.9% | +21.9% | -12.1% | +2.7% |
| 6M | -12.4% | +46.7% | -59.0% | -24.0% |
| YTD | -6.3% | +27.2% | -33.5% | -14.8% |
| 1Y | +7.6% | +17.9% | -10.3% | +0.2% |
| 3Y | -9.8% | +61.1% | -70.9% | -24.7% |
| 5Y | +29.2% | +13.8% | +15.4% | +20.3% |
| 10Y | +663.8% | +318.8% | +344.9% | +386.2% |
| All | +1,239.3% | +535.2% | +704.1% | +437.9% |
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