+572.5%
SNPS vs AG
+68.4%
+504.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.4% |
| 7D | +0.9% | -6.7% | +7.6% | +1.6% |
| 30D | -3.6% | +2.2% | -5.8% | -3.9% |
| 3M | -12.9% | +15.7% | -28.6% | -14.5% |
| 6M | -8.2% | -23.8% | +15.6% | -6.6% |
| YTD | -15.4% | +17.6% | -33.0% | -18.3% |
| 1Y | -9.3% | +88.6% | -97.9% | -16.9% |
| 3Y | -14.0% | +253.4% | -267.4% | -27.8% |
| 5Y | +19.5% | +62.4% | -42.9% | +4.4% |
| All | +572.5% | +68.4% | +504.1% | +481.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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