+3,972.2%
SNPS vs ALB
+2,194.2%
+1,778.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.9% |
| 7D | -10.2% | +5.5% | -15.6% | -11.6% |
| 30D | -12.8% | -7.5% | -5.3% | -11.1% |
| 3M | +9.9% | -16.9% | +26.8% | +14.8% |
| 6M | -12.4% | -49.2% | +36.8% | +4.2% |
| YTD | -6.3% | -29.9% | +23.6% | -0.3% |
| 1Y | +7.6% | +8.2% | -0.6% | +0.5% |
| 3Y | -9.8% | -19.4% | +9.7% | -16.7% |
| 5Y | +29.2% | -61.6% | +90.8% | +42.0% |
| 10Y | +663.8% | +34.6% | +629.2% | +420.2% |
| All | +3,972.2% | +2,194.2% | +1,778.0% | +1,050.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling