+663.1%
SNPS vs ALL
+370.9%
+292.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +3.5% |
| 7D | -3.7% | -1.9% | -1.7% | -3.2% |
| 30D | -10.4% | +13.8% | -24.2% | -13.8% |
| 3M | +11.0% | -7.0% | +17.9% | +12.6% |
| 6M | -10.7% | +18.0% | -28.7% | -16.3% |
| YTD | -4.1% | +24.2% | -28.3% | -12.0% |
| 1Y | +13.7% | +31.2% | -17.5% | +2.3% |
| 3Y | -8.1% | +107.5% | -115.6% | -30.8% |
| 5Y | +32.2% | +144.8% | -112.6% | -10.0% |
| All | +663.1% | +370.9% | +292.2% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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