+195.8%
SNPS vs DT
+97.2%
+98.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.9% |
| 7D | -5.5% | -4.9% | -0.6% | -3.6% |
| 30D | -5.8% | +2.7% | -8.5% | -6.9% |
| 3M | -17.2% | +20.0% | -37.2% | -24.1% |
| 6M | -10.4% | +28.0% | -38.4% | -21.2% |
| YTD | -16.5% | +16.0% | -32.6% | -23.5% |
| 1Y | -35.6% | +0.7% | -36.4% | -36.6% |
| 3Y | -14.6% | +6.2% | -20.8% | -19.3% |
| 5Y | +16.5% | -28.1% | +44.6% | +20.4% |
| All | +195.8% | +97.2% | +98.6% | +100.9% |
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