+663.1%
SNPS vs D
+42.6%
+620.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | -3.7% | +3.0% | -6.6% | -4.2% |
| 30D | -10.4% | +11.5% | -21.9% | -12.1% |
| 3M | +11.0% | +3.7% | +7.2% | +10.1% |
| 6M | -10.7% | +13.5% | -24.2% | -13.1% |
| YTD | -4.1% | +20.7% | -24.8% | -8.1% |
| 1Y | +13.7% | +18.2% | -4.5% | +9.2% |
| 3Y | -8.1% | +73.3% | -81.4% | -22.3% |
| 5Y | +32.2% | +12.3% | +19.9% | +27.9% |
| All | +663.1% | +42.6% | +620.5% | +593.4% |
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