+660.9%
SNPS vs ALM
+2,100.8%
-1,439.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.4% | -1.9% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | -5.2% | -19.3% | +14.2% | -4.5% |
| 3M | +10.6% | -40.6% | +51.2% | +12.2% |
| 6M | -10.6% | -57.9% | +47.3% | -8.7% |
| YTD | -3.1% | -6.7% | +3.6% | -2.9% |
| 1Y | +15.6% | +20.2% | -4.6% | +15.1% |
| 3Y | -12.9% | +879.4% | -892.4% | -17.0% |
| 5Y | +31.2% | +415.3% | -384.1% | +25.7% |
| All | +660.9% | +2,100.8% | -1,439.9% | +604.9% |
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