+684.5%
SNPS vs AA
+45.1%
+639.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.7% |
| 7D | -0.6% | +1.2% | -1.9% | -0.9% |
| 30D | -9.8% | -5.0% | -4.8% | -8.9% |
| 3M | +11.7% | -22.2% | +33.9% | +16.8% |
| 6M | -10.9% | -36.3% | +25.4% | -4.0% |
| YTD | -2.1% | -24.2% | +22.1% | +1.4% |
| 1Y | +14.8% | +3.9% | +10.9% | +12.0% |
| 3Y | -11.3% | +67.6% | -78.9% | -22.9% |
| 5Y | +36.2% | -8.8% | +45.1% | +26.4% |
| 10Y | +684.5% | +45.0% | +639.5% | +461.4% |
| All | +684.5% | +45.1% | +639.4% | +461.4% |
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