+572.1%
SNPS vs AON
+209.9%
+362.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -4.6% | -5.9% | +1.3% | -2.1% |
| 30D | -3.3% | -13.7% | +10.3% | +2.6% |
| 3M | -13.8% | -8.3% | -5.5% | -11.5% |
| 6M | -8.2% | -3.6% | -4.6% | -8.3% |
| YTD | -15.4% | -12.4% | -3.1% | -12.3% |
| 1Y | +2.4% | -14.6% | +17.1% | +7.2% |
| 3Y | -13.5% | -5.7% | -7.8% | -15.9% |
| 5Y | +19.5% | +9.1% | +10.3% | +5.9% |
| All | +572.1% | +209.9% | +362.3% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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