+572.1%
SNPS vs AFL
+300.4%
+271.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.6% | -3.3% | -1.3% | -3.6% |
| 30D | -3.3% | -5.0% | +1.6% | -1.8% |
| 3M | -13.8% | -1.8% | -12.0% | -13.5% |
| 6M | -8.2% | +4.8% | -13.0% | -10.0% |
| YTD | -15.4% | +5.4% | -20.9% | -17.5% |
| 1Y | +2.4% | +9.0% | -6.6% | -1.5% |
| 3Y | -13.5% | +63.0% | -76.5% | -28.8% |
| 5Y | +19.5% | +134.5% | -115.0% | -14.5% |
| All | +572.1% | +300.4% | +271.7% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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