+557.2%
SNPS vs ALL
+368.3%
+188.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.0% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | -1.7% | -1.5% | -0.3% | -1.5% |
| 3M | -20.4% | +23.6% | -44.0% | -26.0% |
| 6M | -8.6% | +22.3% | -31.0% | -15.0% |
| YTD | -16.2% | +26.5% | -42.7% | -23.2% |
| 1Y | -34.6% | +27.0% | -61.6% | -40.2% |
| 3Y | -14.5% | +149.6% | -164.0% | -39.7% |
| 5Y | +17.0% | +118.1% | -101.1% | -15.6% |
| All | +557.2% | +368.3% | +188.9% | +226.9% |
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