+660.9%
SNPS vs ALLY
+174.3%
+486.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -5.2% | +5.2% | -10.4% | -6.7% |
| 3M | +10.6% | -13.3% | +23.9% | +15.3% |
| 6M | -10.6% | -6.7% | -4.0% | -9.1% |
| YTD | -3.1% | -12.8% | +9.7% | +0.3% |
| 1Y | +15.6% | +0.7% | +14.9% | +14.5% |
| 3Y | -12.9% | +65.2% | -78.2% | -26.3% |
| 5Y | +31.2% | -10.1% | +41.3% | +27.1% |
| All | +660.9% | +174.3% | +486.7% | +455.6% |
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