+691.2%
SNPS vs ALM
+2,221.4%
-1,530.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.4% |
| 7D | +0.2% | +0.7% | -0.6% | +0.2% |
| 30D | -8.4% | -26.1% | +17.6% | -7.6% |
| 3M | +12.3% | -38.1% | +50.4% | +13.7% |
| 6M | -9.6% | -55.4% | +45.8% | -7.8% |
| YTD | -0.6% | -0.4% | -0.2% | -0.6% |
| 1Y | +18.7% | +25.4% | -6.7% | +18.0% |
| 3Y | -7.6% | +907.8% | -915.3% | -12.0% |
| 5Y | +34.1% | +440.2% | -406.1% | +28.2% |
| 10Y | +691.2% | +2,031.1% | -1,339.9% | +632.6% |
| All | +691.2% | +2,221.4% | -1,530.2% | +632.6% |
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