+691.2%
SNPS vs ALLY
+201.0%
+490.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -8.4% | +3.4% | -11.9% | -9.5% |
| 3M | +12.3% | -11.1% | +23.3% | +16.1% |
| 6M | -9.6% | -11.5% | +1.9% | -6.6% |
| YTD | -0.6% | -12.3% | +11.7% | +2.7% |
| 1Y | +18.7% | +1.1% | +17.6% | +17.4% |
| 3Y | -7.6% | +64.8% | -72.4% | -21.7% |
| 5Y | +34.1% | -6.9% | +41.0% | +28.7% |
| 10Y | +691.2% | +194.9% | +496.3% | +481.0% |
| All | +691.2% | +201.0% | +490.2% | +481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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