+145.2%
SNPS vs ACI
+31.1%
+114.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.6% |
| 7D | +0.2% | -5.9% | +6.1% | +0.3% |
| 30D | -8.4% | +7.2% | -15.7% | -8.7% |
| 3M | +12.3% | +8.8% | +3.4% | +11.8% |
| 6M | -9.6% | -17.2% | +7.6% | -9.1% |
| YTD | -0.6% | -21.3% | +20.7% | 0.0% |
| 1Y | +18.7% | -23.7% | +42.4% | +19.6% |
| 3Y | -7.6% | -32.8% | +25.3% | -6.4% |
| 5Y | +34.1% | -41.4% | +75.5% | +35.4% |
| All | +145.2% | +31.1% | +114.1% | +123.6% |
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