+572.1%
SNPS vs AGI
+388.9%
+183.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.3% |
| 7D | -4.6% | -5.3% | +0.7% | -4.2% |
| 30D | -3.3% | +6.8% | -10.1% | -3.8% |
| 3M | -13.8% | +8.3% | -22.1% | -14.5% |
| 6M | -8.2% | -29.2% | +21.0% | -6.2% |
| YTD | -15.4% | -7.3% | -8.2% | -15.6% |
| 1Y | +2.4% | +8.0% | -5.6% | +0.8% |
| 3Y | -13.5% | +206.6% | -220.1% | -21.8% |
| 5Y | +19.5% | +398.1% | -378.7% | +4.0% |
| All | +572.1% | +388.9% | +183.2% | +497.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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