+675.0%
SNPS vs ALK
-41.4%
+716.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -0.2% | +2.6% | -2.8% | -0.7% |
| 30D | -8.0% | +7.8% | -15.8% | -9.8% |
| 3M | +12.5% | -15.2% | +27.7% | +16.0% |
| 6M | -10.5% | +5.0% | -15.5% | -12.7% |
| YTD | -1.6% | -18.4% | +16.8% | +0.2% |
| 1Y | +16.8% | -2.4% | +19.2% | +14.1% |
| 3Y | -10.9% | +19.8% | -30.7% | -19.9% |
| 5Y | +35.8% | -27.8% | +63.6% | +34.1% |
| 10Y | +675.0% | -42.0% | +716.9% | +654.0% |
| All | +675.0% | -41.4% | +716.4% | +654.0% |
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