+5,078.2%
SNPS vs DHI
+12,596.5%
-7,518.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -5.5% | -2.3% | -3.1% | -5.0% |
| 30D | -4.5% | -5.3% | +0.8% | -3.6% |
| 3M | -15.5% | -7.8% | -7.7% | -14.5% |
| 6M | -10.1% | -5.4% | -4.7% | -9.6% |
| YTD | -16.3% | -2.7% | -13.6% | -16.6% |
| 1Y | -34.9% | -21.0% | -14.0% | -32.7% |
| 3Y | -14.4% | +22.2% | -36.5% | -20.0% |
| 5Y | +17.9% | +62.2% | -44.3% | +3.9% |
| 10Y | +574.2% | +414.3% | +160.0% | +373.2% |
| All | +5,078.2% | +12,596.5% | -7,518.3% | +1,999.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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