+673.5%
SNPS vs DRI
+330.2%
+343.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -6.4% | +10.8% | -17.3% | -8.9% |
| 3M | +12.2% | +0.9% | +11.3% | +11.5% |
| 6M | -9.8% | +16.3% | -26.2% | -13.9% |
| YTD | -1.5% | +27.8% | -29.3% | -8.8% |
| 1Y | +16.0% | +33.9% | -17.8% | +6.0% |
| 3Y | -10.8% | +67.2% | -78.0% | -24.6% |
| 5Y | +33.3% | +79.0% | -45.7% | +9.8% |
| All | +673.5% | +330.2% | +343.3% | +457.3% |
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