+675.0%
SNPS vs AR
+58.9%
+616.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.4% |
| 7D | -0.2% | +2.1% | -2.3% | -0.3% |
| 30D | -8.0% | +4.5% | -12.6% | -8.4% |
| 3M | +12.5% | +1.0% | +11.5% | +12.2% |
| 6M | -10.5% | +4.4% | -14.9% | -11.0% |
| YTD | -1.6% | +10.9% | -12.5% | -2.9% |
| 1Y | +16.8% | +8.6% | +8.3% | +15.4% |
| 3Y | -10.9% | +48.5% | -59.4% | -14.3% |
| 5Y | +35.8% | +95.7% | -60.0% | +28.0% |
| 10Y | +675.0% | +55.5% | +619.5% | +609.9% |
| All | +675.0% | +58.9% | +616.0% | +609.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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