+3,267.9%
SNPS vs DRI
+7,978.2%
-4,710.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | -3.7% | +2.8% | -6.5% | -4.3% |
| 30D | -10.4% | +13.3% | -23.6% | -13.2% |
| 3M | +11.0% | +8.2% | +2.8% | +8.4% |
| 6M | -10.7% | +17.5% | -28.2% | -14.7% |
| YTD | -4.1% | +26.9% | -31.0% | -10.5% |
| 1Y | +13.7% | +31.6% | -17.9% | +5.0% |
| 3Y | -8.1% | +67.0% | -75.0% | -20.9% |
| 5Y | +32.2% | +72.9% | -40.7% | +12.3% |
| 10Y | +681.4% | +371.3% | +310.0% | +383.8% |
| All | +3,267.9% | +7,978.2% | -4,710.2% | +959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling