+139.1%
SNPS vs ACI
+32.8%
+106.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | -5.2% | +1.2% | -6.4% | -5.2% |
| 3M | +10.6% | +6.8% | +3.8% | +10.2% |
| 6M | -10.6% | -18.7% | +8.1% | -10.0% |
| YTD | -3.1% | -20.2% | +17.1% | -2.5% |
| 1Y | +15.6% | -23.7% | +39.3% | +16.5% |
| 3Y | -12.9% | -31.6% | +18.7% | -11.9% |
| 5Y | +31.2% | -42.8% | +73.9% | +32.5% |
| All | +139.1% | +32.8% | +106.2% | +117.9% |
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