+572.2%
SNPS vs DD
+69.3%
+502.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -5.8% | -7.4% | +1.7% | -2.7% |
| 3M | -17.2% | -6.4% | -10.8% | -15.2% |
| 6M | -10.4% | -2.5% | -7.9% | -10.1% |
| YTD | -16.5% | +10.2% | -26.8% | -20.7% |
| 1Y | -35.6% | +36.9% | -72.6% | -44.2% |
| 3Y | -14.6% | +47.0% | -61.6% | -29.4% |
| 5Y | +16.5% | +63.1% | -46.7% | -8.5% |
| All | +572.2% | +69.3% | +502.9% | +357.5% |
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