+4,901.1%
SNPS vs B
+423.9%
+4,477.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.3% |
| 7D | -11.0% | -1.6% | -9.4% | -10.9% |
| 30D | -1.7% | +9.4% | -11.2% | -2.3% |
| 3M | -20.4% | +5.0% | -25.3% | -20.7% |
| 6M | -8.6% | -3.5% | -5.1% | -8.7% |
| YTD | -16.2% | +4.5% | -20.6% | -16.7% |
| 1Y | -34.6% | +67.8% | -102.4% | -37.0% |
| 3Y | -14.5% | +196.7% | -211.2% | -20.7% |
| 5Y | +17.0% | +151.9% | -134.9% | +8.8% |
| 10Y | +560.0% | +202.2% | +357.9% | +504.2% |
| All | +4,901.1% | +423.9% | +4,477.3% | +4,050.5% |
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