+4,901.1%
SNPS vs DD
+1,103.2%
+3,797.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | -11.0% | -3.5% | -7.5% | -10.0% |
| 30D | -1.7% | -10.3% | +8.6% | +1.8% |
| 3M | -20.4% | -7.5% | -12.8% | -18.4% |
| 6M | -8.6% | -8.0% | -0.6% | -6.6% |
| YTD | -16.2% | +10.5% | -26.6% | -19.5% |
| 1Y | -34.6% | +38.3% | -72.8% | -41.7% |
| 3Y | -14.5% | +42.5% | -57.0% | -25.6% |
| 5Y | +17.0% | +60.2% | -43.2% | -2.4% |
| 10Y | +560.0% | +68.9% | +491.2% | +409.3% |
| All | +4,901.1% | +1,103.2% | +3,797.9% | +1,580.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling