+3,542.5%
SNPS vs ALB
+2,835.3%
+707.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -0.9% | -4.2% |
| 7D | -11.0% | -8.1% | -3.0% | -8.9% |
| 30D | -1.7% | +6.3% | -8.0% | -3.6% |
| 3M | -20.4% | -23.6% | +3.2% | -14.9% |
| 6M | -8.6% | -24.6% | +16.0% | -3.3% |
| YTD | -16.2% | -10.3% | -5.9% | -16.3% |
| 1Y | -34.6% | +61.5% | -96.0% | -45.7% |
| 3Y | -14.5% | -34.0% | +19.5% | -15.7% |
| 5Y | +17.0% | -44.6% | +61.6% | +16.3% |
| 10Y | +560.0% | +76.1% | +483.9% | +318.8% |
| All | +3,542.5% | +2,835.3% | +707.2% | +866.0% |
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