+684.5%
SNPS vs ALL
+372.0%
+312.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | -9.8% | +13.8% | -23.6% | -13.3% |
| 3M | +11.7% | -2.8% | +14.5% | +12.0% |
| 6M | -10.9% | +23.7% | -34.6% | -17.7% |
| YTD | -2.1% | +27.3% | -29.4% | -10.8% |
| 1Y | +14.8% | +30.5% | -15.8% | +3.5% |
| 3Y | -11.3% | +113.0% | -124.3% | -33.8% |
| 5Y | +36.2% | +157.6% | -121.4% | -9.1% |
| 10Y | +684.5% | +368.4% | +316.1% | +311.2% |
| All | +684.5% | +372.0% | +312.5% | +311.2% |
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