+691.2%
SNPS vs DRI
+370.8%
+320.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.3% |
| 7D | +0.2% | +3.1% | -2.9% | -0.6% |
| 30D | -8.4% | +16.2% | -24.7% | -12.0% |
| 3M | +12.3% | +8.4% | +3.9% | +9.5% |
| 6M | -9.6% | +19.0% | -28.6% | -14.2% |
| YTD | -0.6% | +28.8% | -29.4% | -8.1% |
| 1Y | +18.7% | +33.1% | -14.4% | +8.6% |
| 3Y | -7.6% | +70.8% | -78.3% | -22.3% |
| 5Y | +34.1% | +74.2% | -40.2% | +11.0% |
| 10Y | +691.2% | +345.5% | +345.7% | +477.8% |
| All | +691.2% | +370.8% | +320.4% | +477.8% |
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