+79.1%
SNPS vs COMP
-52.0%
+131.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -5.2% | +16.6% | -21.7% | -7.5% |
| 3M | +10.6% | -23.5% | +34.1% | +14.1% |
| 6M | -10.6% | +25.7% | -36.4% | -14.6% |
| YTD | -3.1% | -3.4% | +0.3% | -5.0% |
| 1Y | +15.6% | +7.6% | +8.0% | +11.5% |
| 3Y | -12.9% | +423.6% | -436.5% | -37.3% |
| 5Y | +31.2% | -10.6% | +41.8% | +16.0% |
| All | +79.1% | -52.0% | +131.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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