+1,680.5%
SNPS vs AG
+445.6%
+1,234.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.3% |
| 7D | -11.0% | +1.0% | -12.0% | -11.1% |
| 30D | -1.7% | +19.2% | -20.9% | -3.0% |
| 3M | -20.4% | +6.2% | -26.5% | -20.9% |
| 6M | -8.6% | -26.7% | +18.1% | -7.3% |
| YTD | -16.2% | +26.1% | -42.3% | -18.6% |
| 1Y | -34.6% | +131.7% | -166.2% | -39.4% |
| 3Y | -14.5% | +255.3% | -269.8% | -24.5% |
| 5Y | +17.0% | +61.9% | -44.9% | +6.5% |
| 10Y | +560.0% | +72.0% | +488.0% | +475.3% |
| All | +1,680.5% | +445.6% | +1,234.8% | +1,157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling