+574.2%
SNPS vs AA
+121.9%
+452.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -5.5% | -0.6% | -4.8% | -5.4% |
| 30D | -4.5% | -1.6% | -2.9% | -4.3% |
| 3M | -15.5% | -29.8% | +14.3% | -10.3% |
| 6M | -10.1% | -16.6% | +6.6% | -8.1% |
| YTD | -16.3% | -4.0% | -12.2% | -16.9% |
| 1Y | -34.9% | +63.5% | -98.5% | -41.6% |
| 3Y | -14.4% | +86.8% | -101.1% | -27.3% |
| 5Y | +17.9% | +12.4% | +5.5% | +4.7% |
| 10Y | +574.2% | +132.3% | +441.9% | +343.1% |
| All | +574.2% | +121.9% | +452.3% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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