+1,111.3%
SNPS vs ALLE
+331.3%
+780.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.6% |
| 7D | -10.2% | 0.0% | -10.2% | -10.2% |
| 30D | -12.8% | +20.6% | -33.4% | -20.4% |
| 3M | +9.9% | +11.4% | -1.6% | +3.8% |
| 6M | -12.4% | +42.5% | -54.9% | -26.8% |
| YTD | -6.3% | +18.9% | -25.1% | -15.4% |
| 1Y | +7.6% | +14.2% | -6.5% | -1.1% |
| 3Y | -9.8% | +90.7% | -100.5% | -36.6% |
| 5Y | +29.2% | +52.5% | -23.3% | -0.1% |
| 10Y | +663.8% | +231.2% | +432.5% | +300.2% |
| All | +1,111.3% | +331.3% | +780.0% | +483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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