+247.1%
SNPS vs DT
+70.5%
+176.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -0.6% | -7.5% | +6.9% | +2.7% |
| 30D | -9.8% | -31.5% | +21.7% | +4.9% |
| 3M | +11.7% | -14.0% | +25.7% | +17.8% |
| 6M | -10.9% | +6.9% | -17.8% | -15.9% |
| YTD | -2.1% | +0.3% | -2.4% | -5.6% |
| 1Y | +14.8% | -6.9% | +21.7% | +14.0% |
| 3Y | -11.3% | -13.9% | +2.5% | -9.3% |
| 5Y | +36.2% | -39.9% | +76.1% | +50.4% |
| All | +247.1% | +70.5% | +176.5% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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