+660.9%
SNPS vs AG
+76.0%
+584.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | +1.1% | -10.0% | +11.0% | +2.2% |
| 30D | -5.2% | -10.5% | +5.3% | -4.1% |
| 3M | +10.6% | -27.3% | +37.8% | +14.1% |
| 6M | -10.6% | -43.0% | +32.4% | -6.0% |
| YTD | -3.1% | -17.9% | +14.8% | -3.1% |
| 1Y | +15.6% | +11.9% | +3.6% | +11.7% |
| 3Y | -12.9% | +201.8% | -214.8% | -25.8% |
| 5Y | +31.2% | -0.1% | +31.2% | +19.4% |
| All | +660.9% | +76.0% | +584.9% | +558.9% |
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