+673.5%
SNPS vs EW
+249.9%
+423.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | +4.9% | +0.1% | +3.1% |
| 30D | -6.4% | +24.1% | -30.5% | -14.5% |
| 3M | +12.2% | +13.7% | -1.5% | +6.0% |
| 6M | -9.8% | +32.7% | -42.5% | -20.4% |
| YTD | -1.5% | +24.1% | -25.6% | -11.0% |
| 1Y | +16.0% | +23.6% | -7.6% | +4.8% |
| 3Y | -10.8% | +64.8% | -75.6% | -33.0% |
| 5Y | +33.3% | -8.8% | +42.1% | +29.4% |
| All | +673.5% | +249.9% | +423.6% | +389.1% |
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