+1,991.7%
SNPS vs AG
+264.0%
+1,727.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.5% |
| 7D | +5.1% | -6.0% | +11.1% | +5.6% |
| 30D | -6.4% | -14.3% | +7.9% | -5.4% |
| 3M | +12.2% | -26.9% | +39.1% | +14.7% |
| 6M | -9.8% | -42.1% | +32.3% | -6.7% |
| YTD | -1.5% | -15.9% | +14.4% | -1.6% |
| 1Y | +16.0% | +11.5% | +4.5% | +13.5% |
| 3Y | -10.8% | +208.0% | -218.8% | -20.2% |
| 5Y | +33.3% | +2.4% | +30.9% | +25.4% |
| 10Y | +675.9% | +77.0% | +598.9% | +582.7% |
| All | +1,991.7% | +264.0% | +1,727.7% | +1,420.1% |
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