+1,789.3%
SNPS vs DGX
+8,796.3%
-7,007.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -5.8% | -1.2% | -4.6% | -5.4% |
| 3M | -17.2% | +19.9% | -37.1% | -21.4% |
| 6M | -10.4% | +19.2% | -29.6% | -15.0% |
| YTD | -16.5% | +37.5% | -54.0% | -24.2% |
| 1Y | -35.6% | +31.3% | -66.9% | -40.8% |
| 3Y | -14.6% | +96.6% | -111.2% | -30.8% |
| 5Y | +16.5% | +64.3% | -47.8% | -1.1% |
| 10Y | +556.6% | +241.1% | +315.4% | +349.9% |
| All | +1,789.3% | +8,796.3% | -7,007.0% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling