+565.5%
SNPS vs AIG
+65.5%
+500.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -5.5% | -1.4% | -4.0% | -5.1% |
| 30D | -4.5% | -3.3% | -1.2% | -3.6% |
| 3M | -15.5% | +2.2% | -17.7% | -16.2% |
| 6M | -10.1% | -2.1% | -7.9% | -9.9% |
| YTD | -16.3% | -11.2% | -5.1% | -14.1% |
| 1Y | -34.9% | -2.1% | -32.8% | -35.2% |
| 3Y | -14.4% | +34.4% | -48.7% | -22.4% |
| 5Y | +17.9% | +53.7% | -35.8% | +1.6% |
| All | +565.5% | +65.5% | +500.0% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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