+1,004.4%
SNPS vs ALLY
+101.5%
+902.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.5% |
| 7D | -10.2% | -1.1% | -9.0% | -9.9% |
| 30D | -12.8% | +4.2% | -17.0% | -14.0% |
| 3M | +9.9% | -12.4% | +22.3% | +14.1% |
| 6M | -12.4% | -8.7% | -3.7% | -10.3% |
| YTD | -6.3% | -11.6% | +5.4% | -3.4% |
| 1Y | +7.6% | +0.2% | +7.5% | +6.8% |
| 3Y | -9.8% | +57.1% | -66.8% | -22.4% |
| 5Y | +29.2% | -6.8% | +36.1% | +24.2% |
| 10Y | +663.8% | +200.4% | +463.4% | +403.0% |
| All | +1,004.4% | +101.5% | +902.9% | +687.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling