+5,680.3%
SNPS vs AON
+4,856.4%
+823.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +1.1% | +1.0% | 0.0% | +0.7% |
| 30D | -5.2% | +23.2% | -28.3% | -11.4% |
| 3M | +10.6% | -5.0% | +15.6% | +11.4% |
| 6M | -10.6% | +9.3% | -20.0% | -14.3% |
| YTD | -3.1% | -3.4% | +0.3% | -3.9% |
| 1Y | +15.6% | -2.9% | +18.4% | +14.2% |
| 3Y | -12.9% | +3.6% | -16.6% | -16.8% |
| 5Y | +31.2% | +16.9% | +14.3% | +20.7% |
| 10Y | +663.4% | +234.4% | +429.0% | +409.6% |
| All | +5,680.3% | +4,856.4% | +823.9% | +1,396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling