+645.9%
SNPS vs D
+44.7%
+601.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -10.2% | +6.9% | -17.1% | -11.2% |
| 30D | -12.8% | +12.3% | -25.2% | -14.6% |
| 3M | +9.9% | +3.0% | +6.8% | +9.2% |
| 6M | -12.4% | +12.8% | -25.2% | -14.6% |
| YTD | -6.3% | +22.6% | -28.8% | -10.4% |
| 1Y | +7.6% | +21.7% | -14.0% | +2.8% |
| 3Y | -9.8% | +83.9% | -93.7% | -25.0% |
| 5Y | +29.2% | +14.0% | +15.3% | +24.8% |
| All | +645.9% | +44.7% | +601.2% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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