+5,491.2%
SNPS vs B
+372.3%
+5,119.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.9% |
| 7D | -10.2% | +4.3% | -14.5% | -10.4% |
| 30D | -12.8% | -0.9% | -11.9% | -12.8% |
| 3M | +9.9% | -1.4% | +11.2% | +9.9% |
| 6M | -12.4% | +5.0% | -17.4% | -12.9% |
| YTD | -6.3% | -5.8% | -0.4% | -6.3% |
| 1Y | +7.6% | +25.6% | -18.0% | +5.6% |
| 3Y | -9.8% | +161.6% | -171.4% | -15.7% |
| 5Y | +29.2% | +135.2% | -106.0% | +20.8% |
| 10Y | +663.8% | +170.7% | +493.0% | +604.2% |
| All | +5,491.2% | +372.3% | +5,119.0% | +4,569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling