+660.9%
SNPS vs DLTR
+76.3%
+584.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.3% |
| 7D | +1.1% | +5.3% | -4.2% | +0.3% |
| 30D | -5.2% | +13.4% | -18.6% | -7.0% |
| 3M | +10.6% | +6.6% | +4.0% | +9.0% |
| 6M | -10.6% | +59.1% | -69.7% | -17.8% |
| YTD | -3.1% | +12.3% | -15.3% | -5.8% |
| 1Y | +15.6% | +33.9% | -18.3% | +8.8% |
| 3Y | -12.9% | +23.0% | -35.9% | -18.9% |
| 5Y | +31.2% | +22.1% | +9.1% | +19.4% |
| All | +660.9% | +76.3% | +584.7% | +514.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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