+4,901.1%
SNPS vs ALK
+757.3%
+4,143.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | -11.0% | -0.7% | -10.4% | -10.9% |
| 30D | -1.7% | -19.2% | +17.5% | +2.4% |
| 3M | -20.4% | -1.5% | -18.8% | -20.7% |
| 6M | -8.6% | -13.1% | +4.4% | -7.5% |
| YTD | -16.2% | -16.4% | +0.3% | -14.8% |
| 1Y | -34.6% | -33.1% | -1.5% | -30.8% |
| 3Y | -14.5% | +0.6% | -15.1% | -19.1% |
| 5Y | +17.0% | -26.4% | +43.4% | +16.2% |
| 10Y | +560.0% | -34.2% | +594.2% | +516.7% |
| All | +4,901.1% | +757.3% | +4,143.8% | +2,110.3% |
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