+1,857.2%
SNPS vs DG
+631.4%
+1,225.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -9.8% | +7.9% | -17.7% | -11.1% |
| 3M | +11.7% | +12.7% | -1.0% | +9.2% |
| 6M | -10.9% | +22.4% | -33.4% | -14.4% |
| YTD | -2.1% | +5.4% | -7.5% | -3.7% |
| 1Y | +14.8% | +39.4% | -24.6% | +7.5% |
| 3Y | -11.3% | +24.1% | -35.5% | -18.7% |
| 5Y | +36.2% | -32.2% | +68.4% | +42.1% |
| 10Y | +684.5% | +111.8% | +572.7% | +548.0% |
| All | +1,857.2% | +631.4% | +1,225.8% | +1,204.3% |
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