+557.2%
SNPS vs APD
+165.5%
+391.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -11.0% | -2.2% | -8.8% | -10.1% |
| 30D | -1.7% | +2.1% | -3.8% | -2.7% |
| 3M | -20.4% | +7.2% | -27.5% | -23.3% |
| 6M | -8.6% | +11.2% | -19.9% | -13.9% |
| YTD | -16.2% | +24.4% | -40.5% | -25.5% |
| 1Y | -34.6% | +6.7% | -41.2% | -37.7% |
| 3Y | -14.5% | +9.2% | -23.7% | -22.2% |
| 5Y | +17.0% | +27.4% | -10.4% | -4.3% |
| All | +557.2% | +165.5% | +391.7% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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