+3,585.1%
SNPS vs DAR
+1,762.6%
+1,822.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.4% |
| 7D | -11.0% | +1.4% | -12.4% | -11.1% |
| 30D | -1.7% | +12.8% | -14.5% | -2.5% |
| 3M | -20.4% | +7.4% | -27.7% | -20.8% |
| 6M | -8.6% | +22.3% | -30.9% | -9.8% |
| YTD | -16.2% | +81.1% | -97.2% | -19.1% |
| 1Y | -34.6% | +106.5% | -141.1% | -37.4% |
| 3Y | -14.5% | +5.3% | -19.8% | -15.7% |
| 5Y | +17.0% | -11.5% | +28.5% | +15.9% |
| 10Y | +560.0% | +353.3% | +206.7% | +504.7% |
| All | +3,585.1% | +1,762.6% | +1,822.5% | +2,783.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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