+660.9%
SNPS vs B
+216.6%
+444.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +1.1% | -7.3% | +8.4% | +2.3% |
| 30D | -5.2% | -3.3% | -1.8% | -4.7% |
| 3M | +10.6% | -7.8% | +18.3% | +11.8% |
| 6M | -10.6% | -15.5% | +4.9% | -8.7% |
| YTD | -3.1% | -12.3% | +9.2% | -2.2% |
| 1Y | +15.6% | +5.4% | +10.2% | +13.3% |
| 3Y | -12.9% | +165.5% | -178.5% | -26.7% |
| 5Y | +31.2% | +107.0% | -75.9% | +12.4% |
| All | +660.9% | +216.6% | +444.4% | +543.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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