+557.2%
SNPS vs ALLY
+193.4%
+363.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +3.7% | -14.7% | -12.0% |
| 30D | -1.7% | -2.3% | +0.5% | -1.1% |
| 3M | -20.4% | +3.8% | -24.2% | -21.3% |
| 6M | -8.6% | +9.7% | -18.3% | -11.5% |
| YTD | -16.2% | -1.4% | -14.7% | -16.2% |
| 1Y | -34.6% | +8.2% | -42.8% | -36.4% |
| 3Y | -14.5% | +66.5% | -80.9% | -28.0% |
| 5Y | +17.0% | +1.2% | +15.8% | +9.2% |
| All | +557.2% | +193.4% | +363.8% | +366.1% |
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