+691.2%
SNPS vs D
+42.1%
+649.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -8.4% | +10.7% | -19.1% | -10.1% |
| 3M | +12.3% | +2.3% | +10.0% | +11.7% |
| 6M | -9.6% | +12.5% | -22.1% | -11.9% |
| YTD | -0.6% | +20.1% | -20.7% | -4.7% |
| 1Y | +18.7% | +15.6% | +3.1% | +14.6% |
| 3Y | -7.6% | +75.2% | -82.7% | -22.2% |
| 5Y | +34.1% | +14.6% | +19.5% | +28.7% |
| 10Y | +691.2% | +43.8% | +647.5% | +615.7% |
| All | +691.2% | +42.1% | +649.1% | +615.7% |
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