+673.5%
SNPS vs ATI
+1,002.4%
-328.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +5.1% | +13.0% | -7.9% | +2.8% |
| 30D | -6.4% | +0.2% | -6.6% | -6.5% |
| 3M | +12.2% | -17.5% | +29.7% | +15.8% |
| 6M | -9.8% | +18.1% | -27.9% | -12.7% |
| YTD | -1.5% | +65.7% | -67.2% | -10.5% |
| 1Y | +16.0% | +91.9% | -75.9% | +2.7% |
| 3Y | -10.8% | +335.2% | -346.1% | -32.5% |
| 5Y | +33.3% | +1,004.3% | -971.0% | -13.7% |
| All | +673.5% | +1,002.4% | -328.9% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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