+105.9%
SNPS vs ACI
+21.8%
+84.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | -5.5% | -2.6% | -2.9% | -5.4% |
| 30D | -5.8% | +1.1% | -6.8% | -5.8% |
| 3M | -17.2% | -23.6% | +6.4% | -16.4% |
| 6M | -10.4% | -29.9% | +19.6% | -9.2% |
| YTD | -16.5% | -26.9% | +10.3% | -15.8% |
| 1Y | -35.6% | -34.2% | -1.4% | -34.6% |
| 3Y | -14.6% | -43.6% | +29.0% | -12.6% |
| 5Y | +16.5% | -42.4% | +58.9% | +17.6% |
| All | +105.9% | +21.8% | +84.1% | +88.3% |
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