+3,513.3%
SNPS vs DECK
+8,125.5%
-4,612.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.6% |
| 7D | -3.9% | +10.4% | -14.3% | -4.9% |
| 30D | -5.2% | +11.1% | -16.3% | -6.2% |
| 3M | +14.6% | -10.8% | +25.4% | +15.7% |
| 6M | -6.9% | -8.7% | +1.8% | -6.5% |
| YTD | -1.4% | -14.0% | +12.6% | -0.7% |
| 1Y | +11.2% | +12.0% | -0.8% | +9.1% |
| 3Y | -5.1% | -10.5% | +5.3% | -5.6% |
| 5Y | +35.5% | +28.5% | +7.0% | +29.7% |
| 10Y | +703.0% | +923.3% | -220.2% | +555.3% |
| All | +3,513.3% | +8,125.5% | -4,612.3% | +2,538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling