+243.5%
SNPS vs DT
+75.7%
+167.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | +3.1% | -2.1% | -0.2% |
| 30D | -5.2% | -29.5% | +24.4% | +9.0% |
| 3M | +10.6% | -11.7% | +22.3% | +15.3% |
| 6M | -10.6% | +29.0% | -39.6% | -21.9% |
| YTD | -3.1% | +3.4% | -6.5% | -7.7% |
| 1Y | +15.6% | -4.2% | +19.8% | +13.4% |
| 3Y | -12.9% | -12.8% | -0.1% | -11.4% |
| 5Y | +31.2% | -39.6% | +70.8% | +44.2% |
| All | +243.5% | +75.7% | +167.8% | +142.6% |
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