+675.0%
SNPS vs ALB
+35.3%
+639.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.2% | +1.1% | -1.2% | -0.5% |
| 30D | -8.0% | -2.6% | -5.5% | -7.6% |
| 3M | +12.5% | -25.6% | +38.0% | +20.0% |
| 6M | -10.5% | -54.0% | +43.6% | +6.6% |
| YTD | -1.6% | -31.6% | +30.0% | +4.3% |
| 1Y | +16.8% | -6.6% | +23.4% | +13.9% |
| 3Y | -10.9% | -14.0% | +3.1% | -18.9% |
| 5Y | +35.8% | -62.5% | +98.3% | +49.5% |
| 10Y | +675.0% | +36.3% | +638.7% | +444.9% |
| All | +675.0% | +35.3% | +639.6% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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