+691.2%
SNPS vs ALB
+38.2%
+653.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +0.2% | +9.5% | -9.3% | -2.0% |
| 30D | -8.4% | -2.1% | -6.3% | -8.1% |
| 3M | +12.3% | -24.1% | +36.4% | +19.2% |
| 6M | -9.6% | -51.0% | +41.4% | +6.1% |
| YTD | -0.6% | -29.3% | +28.7% | +4.6% |
| 1Y | +18.7% | +3.2% | +15.5% | +12.9% |
| 3Y | -7.6% | -9.3% | +1.8% | -16.9% |
| 5Y | +34.1% | -61.6% | +95.7% | +46.8% |
| 10Y | +691.2% | +40.8% | +650.4% | +459.7% |
| All | +691.2% | +38.2% | +653.0% | +459.7% |
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