+660.9%
SNPS vs AGI
+389.5%
+271.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +1.1% | -10.1% | +11.2% | +1.9% |
| 30D | -5.2% | -6.5% | +1.4% | -4.7% |
| 3M | +10.6% | -12.8% | +23.4% | +11.6% |
| 6M | -10.6% | -34.3% | +23.7% | -8.0% |
| YTD | -3.1% | -25.6% | +22.5% | -1.7% |
| 1Y | +15.6% | -14.2% | +29.8% | +15.8% |
| 3Y | -12.9% | +127.3% | -140.2% | -19.8% |
| 5Y | +31.2% | +241.8% | -210.6% | +16.3% |
| All | +660.9% | +389.5% | +271.4% | +571.7% |
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