+5,620.1%
SNPS vs APA
+1,234.6%
+4,385.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.9% |
| 7D | -3.7% | -15.5% | +11.8% | -1.4% |
| 30D | -10.4% | +2.4% | -12.8% | -10.8% |
| 3M | +11.0% | +22.8% | -11.8% | +7.3% |
| 6M | -10.7% | +17.9% | -28.6% | -13.5% |
| YTD | -4.1% | +87.7% | -91.8% | -14.0% |
| 1Y | +13.7% | +94.2% | -80.5% | +1.3% |
| 3Y | -8.1% | +27.2% | -35.3% | -15.5% |
| 5Y | +32.2% | +74.1% | -41.9% | +12.5% |
| 10Y | +681.4% | +2.6% | +678.7% | +508.8% |
| All | +5,620.1% | +1,234.6% | +4,385.6% | +2,948.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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