+1,890.6%
SNPS vs AG
+287.4%
+1,603.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.6% |
| 7D | -10.2% | -2.9% | -7.3% | -10.0% |
| 30D | -12.8% | -15.1% | +2.3% | -11.8% |
| 3M | +9.9% | -15.4% | +25.2% | +11.0% |
| 6M | -12.4% | -21.9% | +9.5% | -11.3% |
| YTD | -6.3% | -10.4% | +4.2% | -6.8% |
| 1Y | +7.6% | +39.8% | -32.2% | +3.6% |
| 3Y | -9.8% | +209.5% | -219.3% | -19.3% |
| 5Y | +29.2% | +12.5% | +16.7% | +20.7% |
| 10Y | +663.8% | +79.5% | +584.3% | +569.9% |
| All | +1,890.6% | +287.4% | +1,603.1% | +1,340.1% |
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