+559.6%
SNPS vs DRI
+358.7%
+200.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -11.0% | +0.6% | -11.6% | -11.2% |
| 30D | -1.7% | +3.8% | -5.6% | -2.9% |
| 3M | -20.4% | +13.0% | -33.4% | -23.2% |
| 6M | -8.6% | +8.3% | -16.9% | -11.1% |
| YTD | -16.2% | +20.6% | -36.8% | -21.0% |
| 1Y | -34.6% | +6.5% | -41.0% | -36.6% |
| 3Y | -14.5% | +53.7% | -68.2% | -26.0% |
| 5Y | +17.0% | +72.7% | -55.7% | -2.7% |
| All | +559.6% | +358.7% | +200.9% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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