+1,150.5%
SNPS vs AGG
+97.9%
+1,052.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -5.8% | -0.4% | -5.4% | -5.7% |
| 3M | -17.2% | -0.3% | -16.9% | -17.2% |
| 6M | -10.4% | -1.2% | -9.2% | -10.3% |
| YTD | -16.5% | -0.4% | -16.2% | -16.5% |
| 1Y | -35.6% | +0.4% | -36.0% | -35.6% |
| 3Y | -14.6% | +13.4% | -28.0% | -15.2% |
| 5Y | +16.5% | -1.4% | +17.9% | +12.0% |
| 10Y | +556.6% | +14.8% | +541.7% | +577.5% |
| All | +1,150.5% | +97.9% | +1,052.6% | +1,511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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