+556.6%
SNPS vs ALM
+3,219.4%
-2,662.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.7% |
| 7D | -5.5% | +8.4% | -13.9% | -5.7% |
| 30D | -5.8% | +34.8% | -40.6% | -6.6% |
| 3M | -17.2% | +16.2% | -33.4% | -17.7% |
| 6M | -10.4% | +2.1% | -12.5% | -10.9% |
| YTD | -16.5% | +117.0% | -133.6% | -18.3% |
| 1Y | -35.6% | +313.9% | -349.5% | -37.9% |
| 3Y | -14.6% | +2,327.9% | -2,342.6% | -20.5% |
| 5Y | +16.5% | +1,040.6% | -1,024.2% | +9.3% |
| 10Y | +556.6% | +3,219.4% | -2,662.9% | +510.0% |
| All | +556.6% | +3,219.4% | -2,662.9% | +510.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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