+1,575.9%
SNPS vs DG
+606.1%
+969.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | -11.0% | +8.4% | -19.4% | -12.2% |
| 30D | -1.7% | +4.9% | -6.7% | -2.5% |
| 3M | -20.4% | +29.3% | -49.7% | -23.7% |
| 6M | -8.6% | -11.3% | +2.6% | -7.3% |
| YTD | -16.2% | +1.8% | -17.9% | -16.8% |
| 1Y | -34.6% | +25.3% | -59.9% | -37.6% |
| 3Y | -14.5% | +9.1% | -23.5% | -19.2% |
| 5Y | +17.0% | -34.9% | +51.9% | +23.3% |
| 10Y | +560.0% | +108.2% | +451.9% | +448.1% |
| All | +1,575.9% | +606.1% | +969.8% | +1,026.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling