+4,901.1%
SNPS vs D
+1,699.9%
+3,201.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.0% |
| 7D | -11.0% | +0.4% | -11.5% | -11.1% |
| 30D | -1.7% | -3.6% | +1.8% | -0.9% |
| 3M | -20.4% | -1.0% | -19.4% | -20.3% |
| 6M | -8.6% | +6.3% | -14.9% | -10.6% |
| YTD | -16.2% | +14.7% | -30.9% | -19.7% |
| 1Y | -34.6% | +16.9% | -51.5% | -38.0% |
| 3Y | -14.5% | +56.8% | -71.3% | -27.3% |
| 5Y | +17.0% | +5.2% | +11.8% | +11.0% |
| 10Y | +560.0% | +35.9% | +524.2% | +465.6% |
| All | +4,901.1% | +1,699.9% | +3,201.3% | +2,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling