+1,139.2%
SNPS vs ALLE
+327.3%
+811.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | -3.7% | -0.6% | -3.1% | -3.4% |
| 30D | -10.4% | +25.3% | -35.7% | -19.6% |
| 3M | +11.0% | +10.3% | +0.7% | +5.3% |
| 6M | -10.7% | +38.0% | -48.7% | -24.3% |
| YTD | -4.1% | +17.8% | -21.9% | -13.1% |
| 1Y | +13.7% | +13.6% | +0.1% | +4.7% |
| 3Y | -8.1% | +89.2% | -97.3% | -35.2% |
| 5Y | +32.2% | +51.1% | -18.9% | +2.6% |
| 10Y | +681.4% | +228.1% | +453.3% | +311.1% |
| All | +1,139.2% | +327.3% | +811.9% | +499.5% |
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