+2,775.4%
SNPS vs DLR
+3,457.2%
-681.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.6% |
| 7D | +0.2% | +2.4% | -2.2% | -0.5% |
| 30D | -8.4% | +0.7% | -9.2% | -8.6% |
| 3M | +12.3% | -6.4% | +18.7% | +14.7% |
| 6M | -9.6% | -6.5% | -3.0% | -8.1% |
| YTD | -0.6% | +18.8% | -19.4% | -6.4% |
| 1Y | +18.7% | +9.0% | +9.6% | +14.7% |
| 3Y | -7.6% | +54.5% | -62.1% | -21.1% |
| 5Y | +34.1% | +35.8% | -1.8% | +17.4% |
| 10Y | +691.2% | +177.5% | +513.7% | +464.0% |
| All | +2,775.4% | +3,457.2% | -681.8% | +798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling