+572.1%
SNPS vs DG
+99.2%
+473.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -4.6% | -6.3% | +1.7% | -3.7% |
| 30D | -3.3% | +2.4% | -5.8% | -3.8% |
| 3M | -13.8% | +12.4% | -26.2% | -15.5% |
| 6M | -8.2% | -14.9% | +6.7% | -6.3% |
| YTD | -15.4% | -6.1% | -9.4% | -15.1% |
| 1Y | +2.4% | +17.9% | -15.4% | -1.2% |
| 3Y | -13.5% | +3.1% | -16.6% | -17.6% |
| 5Y | +19.5% | -38.7% | +58.1% | +31.0% |
| All | +572.1% | +99.2% | +473.0% | +457.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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