+5,491.2%
SNPS vs ALK
+689.2%
+4,802.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.2% |
| 7D | -10.2% | +7.1% | -17.2% | -11.5% |
| 30D | -12.8% | -3.0% | -9.9% | -12.5% |
| 3M | +9.9% | -25.6% | +35.5% | +16.0% |
| 6M | -12.4% | +0.5% | -12.9% | -13.6% |
| YTD | -6.3% | -23.1% | +16.8% | -3.5% |
| 1Y | +7.6% | -7.5% | +15.2% | +6.6% |
| 3Y | -9.8% | +15.3% | -25.1% | -17.1% |
| 5Y | +29.2% | -34.8% | +64.0% | +31.4% |
| 10Y | +663.8% | -41.2% | +704.9% | +628.2% |
| All | +5,491.2% | +689.2% | +4,802.0% | +2,404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling