+556.6%
SNPS vs EW
+124.3%
+432.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +1.0% |
| 7D | -5.5% | -4.4% | -1.1% | -3.8% |
| 30D | -5.8% | -3.3% | -2.4% | -4.6% |
| 3M | -17.2% | +1.0% | -18.2% | -17.9% |
| 6M | -10.4% | +6.2% | -16.6% | -12.9% |
| YTD | -16.5% | +1.7% | -18.3% | -17.8% |
| 1Y | -35.6% | +8.1% | -43.8% | -38.2% |
| 3Y | -14.6% | +17.1% | -31.7% | -25.0% |
| 5Y | +16.5% | -29.4% | +45.8% | +25.7% |
| 10Y | +556.6% | +121.7% | +434.8% | +386.0% |
| All | +556.6% | +124.3% | +432.2% | +386.0% |
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