+572.5%
SNPS vs DGX
+255.3%
+317.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | -3.6% | -1.2% | -2.5% | -3.2% |
| 3M | -12.9% | +15.8% | -28.7% | -17.6% |
| 6M | -8.2% | +18.2% | -26.4% | -14.1% |
| YTD | -15.4% | +37.2% | -52.6% | -25.7% |
| 1Y | -9.3% | +30.4% | -39.6% | -19.1% |
| 3Y | -14.0% | +96.7% | -110.7% | -36.4% |
| 5Y | +19.5% | +67.2% | -47.7% | -6.1% |
| All | +572.5% | +255.3% | +317.2% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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