+4,901.1%
SNPS vs AA
+297.1%
+4,604.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.9% |
| 7D | -11.0% | -0.7% | -10.3% | -10.9% |
| 30D | -1.7% | +5.0% | -6.7% | -2.9% |
| 3M | -20.4% | -35.8% | +15.5% | -12.7% |
| 6M | -8.6% | -18.4% | +9.8% | -5.9% |
| YTD | -16.2% | -5.5% | -10.7% | -16.7% |
| 1Y | -34.6% | +61.0% | -95.5% | -42.5% |
| 3Y | -14.5% | +66.2% | -80.7% | -28.7% |
| 5Y | +17.0% | +11.4% | +5.6% | -0.2% |
| 10Y | +560.0% | +116.9% | +443.2% | +305.0% |
| All | +4,901.1% | +297.1% | +4,604.1% | +1,763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling