+2,325.1%
SNPS vs DLR
+3,595.7%
-1,270.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +1.6% | -12.6% | -11.4% |
| 30D | -1.7% | -3.4% | +1.6% | -0.7% |
| 3M | -20.4% | +0.5% | -20.9% | -20.8% |
| 6M | -8.6% | +4.6% | -13.2% | -10.4% |
| YTD | -16.2% | +23.4% | -39.6% | -22.1% |
| 1Y | -34.6% | +19.0% | -53.6% | -39.2% |
| 3Y | -14.5% | +56.5% | -71.0% | -27.5% |
| 5Y | +17.0% | +33.3% | -16.3% | +2.7% |
| 10Y | +560.0% | +165.1% | +394.9% | +373.8% |
| All | +2,325.1% | +3,595.7% | -1,270.5% | +648.3% |
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