+675.0%
SNPS vs EW
+242.2%
+432.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.2% |
| 7D | -0.2% | +6.5% | -6.7% | -2.7% |
| 30D | -8.0% | +22.5% | -30.5% | -15.4% |
| 3M | +12.5% | +13.0% | -0.5% | +6.5% |
| 6M | -10.5% | +37.1% | -47.6% | -22.1% |
| YTD | -1.6% | +24.1% | -25.7% | -11.1% |
| 1Y | +16.8% | +24.2% | -7.4% | +5.4% |
| 3Y | -10.9% | +64.8% | -75.7% | -33.0% |
| 5Y | +35.8% | -7.4% | +43.2% | +30.9% |
| 10Y | +675.0% | +248.8% | +426.2% | +398.5% |
| All | +675.0% | +242.2% | +432.8% | +398.5% |
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