+691.2%
SNPS vs EW
+236.4%
+454.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +2.6% |
| 7D | +0.2% | +12.3% | -12.1% | -4.5% |
| 30D | -8.4% | +22.9% | -31.3% | -15.9% |
| 3M | +12.3% | +16.7% | -4.5% | +4.8% |
| 6M | -9.6% | +31.0% | -40.5% | -19.8% |
| YTD | -0.6% | +22.8% | -23.4% | -9.8% |
| 1Y | +18.7% | +25.6% | -6.9% | +6.6% |
| 3Y | -7.6% | +62.0% | -69.5% | -29.9% |
| 5Y | +34.1% | -12.8% | +46.9% | +32.7% |
| 10Y | +691.2% | +239.8% | +451.4% | +415.8% |
| All | +691.2% | +236.4% | +454.8% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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