+556.6%
SNPS vs DLR
+163.6%
+393.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -5.5% | +3.4% | -8.9% | -6.9% |
| 30D | -5.8% | -2.2% | -3.5% | -4.8% |
| 3M | -17.2% | +4.7% | -21.9% | -19.4% |
| 6M | -10.4% | +9.0% | -19.4% | -14.5% |
| YTD | -16.5% | +24.1% | -40.7% | -25.0% |
| 1Y | -35.6% | +20.9% | -56.6% | -42.5% |
| 3Y | -14.6% | +60.0% | -74.6% | -34.0% |
| 5Y | +16.5% | +35.3% | -18.8% | -5.0% |
| 10Y | +556.6% | +165.8% | +390.8% | +314.2% |
| All | +556.6% | +163.6% | +393.0% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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