+29.2%
SNPS vs DECK
+25.8%
+3.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.4% |
| 7D | -10.2% | +6.0% | -16.2% | -11.9% |
| 30D | -12.8% | +7.4% | -20.3% | -15.0% |
| 3M | +9.9% | -11.7% | +21.5% | +13.6% |
| 6M | -12.4% | -11.0% | -1.4% | -10.4% |
| YTD | -6.3% | -15.4% | +9.1% | -4.0% |
| 1Y | +7.6% | +7.2% | +0.4% | +1.0% |
| 3Y | -9.8% | -11.8% | +2.1% | -17.9% |
| 5Y | +29.2% | +24.3% | +4.9% | +3.0% |
| All | +29.2% | +25.8% | +3.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling