+558.6%
SNPS vs ACGL
+276.1%
+282.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.8% |
| 7D | -11.0% | -0.7% | -10.3% | -10.8% |
| 30D | -1.7% | -1.0% | -0.7% | -1.5% |
| 3M | -20.4% | +11.0% | -31.4% | -23.5% |
| 6M | -8.6% | -0.3% | -8.3% | -9.2% |
| YTD | -16.2% | +2.3% | -18.4% | -17.7% |
| 1Y | -34.6% | +6.4% | -40.9% | -37.0% |
| 3Y | -14.5% | +34.0% | -48.4% | -26.1% |
| 5Y | +17.0% | +161.6% | -144.7% | -23.4% |
| All | +558.6% | +276.1% | +282.5% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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