+672.5%
SNPS vs ARWR
+1,061.4%
-388.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.2% | -19.9% | +19.8% | +2.4% |
| 30D | -8.0% | -18.7% | +10.7% | -5.8% |
| 3M | +12.5% | -44.7% | +57.2% | +20.6% |
| 6M | -10.5% | -36.5% | +26.0% | -6.3% |
| YTD | -1.6% | -25.7% | +24.0% | +0.3% |
| 1Y | +16.8% | +18.9% | -2.1% | +11.3% |
| 3Y | -10.9% | +83.1% | -94.0% | -24.4% |
| 5Y | +35.8% | -34.9% | +70.6% | +25.9% |
| All | +672.5% | +1,061.4% | -388.9% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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