+572.5%
SNPS vs DTE
+137.8%
+434.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.6% |
| 30D | -3.6% | -4.4% | +0.8% | -2.4% |
| 3M | -12.9% | -8.3% | -4.6% | -11.0% |
| 6M | -8.2% | -8.1% | -0.1% | -6.6% |
| YTD | -15.4% | +4.4% | -19.8% | -17.3% |
| 1Y | -9.3% | +0.2% | -9.5% | -10.3% |
| 3Y | -14.0% | +42.6% | -56.6% | -25.9% |
| 5Y | +19.5% | +31.5% | -12.0% | +5.3% |
| All | +572.5% | +137.8% | +434.7% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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