+141.5%
SNPS vs ACI
+34.0%
+107.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | -9.8% | +9.5% | -19.4% | -10.1% |
| 3M | +11.7% | +10.1% | +1.6% | +11.3% |
| 6M | -10.9% | -15.4% | +4.4% | -10.5% |
| YTD | -2.1% | -19.5% | +17.5% | -1.5% |
| 1Y | +14.8% | -21.0% | +35.7% | +15.5% |
| 3Y | -11.3% | -31.2% | +19.8% | -10.3% |
| 5Y | +36.2% | -40.6% | +76.8% | +37.5% |
| All | +141.5% | +34.0% | +107.6% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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