+675.0%
SNPS vs FIVE
+535.9%
+139.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -8.0% | +17.4% | -25.4% | -11.5% |
| 3M | +12.5% | +7.0% | +5.4% | +10.0% |
| 6M | -10.5% | +20.5% | -30.9% | -15.6% |
| YTD | -1.6% | +33.1% | -34.7% | -10.0% |
| 1Y | +16.8% | +67.1% | -50.3% | +0.8% |
| 3Y | -10.9% | +41.9% | -52.8% | -25.2% |
| 5Y | +35.8% | +21.1% | +14.7% | +15.2% |
| 10Y | +675.0% | +518.8% | +156.2% | +412.8% |
| All | +675.0% | +535.9% | +139.1% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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