+660.9%
SNPS vs DD
+97.1%
+563.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.1% | +5.0% | -3.9% | -0.9% |
| 30D | -5.2% | +19.7% | -24.8% | -11.9% |
| 3M | +10.6% | +7.2% | +3.4% | +7.2% |
| 6M | -10.6% | +1.0% | -11.7% | -11.5% |
| YTD | -3.1% | +29.1% | -32.2% | -13.8% |
| 1Y | +15.6% | +28.5% | -12.9% | +2.9% |
| 3Y | -12.9% | +89.4% | -102.4% | -35.1% |
| 5Y | +31.2% | +67.1% | -36.0% | +1.1% |
| All | +660.9% | +97.1% | +563.8% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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