+663.1%
SNPS vs ALLY
+189.4%
+473.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | -10.4% | +3.1% | -13.5% | -11.3% |
| 3M | +11.0% | -12.6% | +23.5% | +15.4% |
| 6M | -10.7% | -12.4% | +1.7% | -7.4% |
| YTD | -4.1% | -13.2% | +9.1% | -0.6% |
| 1Y | +13.7% | +1.8% | +11.9% | +12.2% |
| 3Y | -8.1% | +58.0% | -66.0% | -21.1% |
| 5Y | +32.2% | -8.4% | +40.6% | +27.5% |
| All | +663.1% | +189.4% | +473.7% | +465.1% |
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