+684.5%
SNPS vs ALK
-39.7%
+724.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.6% | +12.9% | -13.6% | -3.3% |
| 30D | -9.8% | +5.5% | -15.4% | -11.1% |
| 3M | +11.7% | -12.1% | +23.8% | +14.4% |
| 6M | -10.9% | +1.7% | -12.7% | -12.5% |
| YTD | -2.1% | -17.4% | +15.3% | -0.5% |
| 1Y | +14.8% | -1.9% | +16.7% | +12.0% |
| 3Y | -11.3% | +21.2% | -32.6% | -20.5% |
| 5Y | +36.2% | -27.8% | +64.0% | +34.5% |
| 10Y | +684.5% | -41.0% | +725.5% | +644.0% |
| All | +684.5% | -39.7% | +724.2% | +644.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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