+3,192.0%
SNPS vs DRI
+8,061.0%
-4,868.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.7% |
| 7D | -10.2% | +3.7% | -13.9% | -11.0% |
| 30D | -12.8% | +13.5% | -26.3% | -15.6% |
| 3M | +9.9% | +10.4% | -0.5% | +6.8% |
| 6M | -12.4% | +19.5% | -31.9% | -16.6% |
| YTD | -6.3% | +28.2% | -34.5% | -12.7% |
| 1Y | +7.6% | +31.0% | -23.4% | -0.5% |
| 3Y | -9.8% | +67.1% | -76.8% | -22.4% |
| 5Y | +29.2% | +74.7% | -45.5% | +9.5% |
| 10Y | +663.8% | +376.2% | +287.6% | +371.7% |
| All | +3,192.0% | +8,061.0% | -4,868.9% | +933.6% |
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