+3,995.9%
SNPS vs ALL
+3,771.7%
+224.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -10.2% | +4.2% | -14.4% | -11.3% |
| 30D | -12.8% | +18.9% | -31.8% | -17.6% |
| 3M | +9.9% | +1.2% | +8.6% | +8.7% |
| 6M | -12.4% | +23.2% | -35.6% | -19.1% |
| YTD | -6.3% | +30.0% | -36.3% | -15.3% |
| 1Y | +7.6% | +39.6% | -32.0% | -5.1% |
| 3Y | -9.8% | +115.2% | -125.0% | -31.9% |
| 5Y | +29.2% | +156.2% | -127.0% | -10.3% |
| 10Y | +663.8% | +398.0% | +265.8% | +317.8% |
| All | +3,995.9% | +3,771.7% | +224.3% | +1,125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling