+663.1%
SNPS vs ALK
-41.7%
+704.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | -3.7% | +9.0% | -12.7% | -5.6% |
| 30D | -10.4% | -1.6% | -8.7% | -10.3% |
| 3M | +11.0% | -23.2% | +34.1% | +16.9% |
| 6M | -10.7% | -3.9% | -6.8% | -11.2% |
| YTD | -4.1% | -22.6% | +18.5% | -1.2% |
| 1Y | +13.7% | -5.3% | +19.0% | +11.8% |
| 3Y | -8.1% | +18.6% | -26.6% | -17.2% |
| 5Y | +32.2% | -34.4% | +66.6% | +33.1% |
| All | +663.1% | -41.7% | +704.8% | +645.8% |
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