+660.9%
SNPS vs ATI
+961.4%
-300.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.0% |
| 7D | +1.1% | +4.2% | -3.1% | +0.3% |
| 30D | -5.2% | -2.5% | -2.6% | -4.8% |
| 3M | +10.6% | -19.4% | +30.0% | +14.6% |
| 6M | -10.6% | +11.1% | -21.7% | -12.6% |
| YTD | -3.1% | +59.5% | -62.6% | -11.4% |
| 1Y | +15.6% | +85.8% | -70.2% | +2.9% |
| 3Y | -12.9% | +311.9% | -324.8% | -33.5% |
| 5Y | +31.2% | +963.2% | -932.1% | -14.5% |
| All | +660.9% | +961.4% | -300.4% | +372.0% |
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