+556.6%
SNPS vs B
+186.6%
+370.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -5.5% | +2.3% | -7.8% | -5.8% |
| 30D | -5.8% | +1.4% | -7.1% | -6.0% |
| 3M | -17.2% | +12.2% | -29.4% | -18.9% |
| 6M | -10.4% | -2.1% | -8.3% | -10.7% |
| YTD | -16.5% | +2.9% | -19.5% | -17.7% |
| 1Y | -35.6% | +55.3% | -90.9% | -40.4% |
| 3Y | -14.6% | +198.7% | -213.3% | -29.0% |
| 5Y | +16.5% | +153.8% | -137.3% | -2.5% |
| 10Y | +556.6% | +193.4% | +363.1% | +453.8% |
| All | +556.6% | +186.6% | +370.0% | +453.8% |
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