+5,491.2%
SNPS vs AA
+206.1%
+5,285.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -3.7% |
| 7D | -10.2% | -3.7% | -6.5% | -9.4% |
| 30D | -12.8% | -10.8% | -2.1% | -10.6% |
| 3M | +9.9% | -19.1% | +28.9% | +14.8% |
| 6M | -12.4% | -38.7% | +26.3% | -3.3% |
| YTD | -6.3% | -27.1% | +20.9% | -1.5% |
| 1Y | +7.6% | +8.3% | -0.7% | +3.3% |
| 3Y | -9.8% | +49.6% | -59.3% | -22.7% |
| 5Y | +29.2% | -15.5% | +44.7% | +18.0% |
| 10Y | +663.8% | +60.9% | +602.9% | +402.4% |
| All | +5,491.2% | +206.1% | +5,285.1% | +2,104.2% |
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