+1,391.9%
SNPS vs FIVE
+873.2%
+518.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | +7.3% | -8.0% | -2.1% |
| 30D | -9.8% | +18.1% | -27.9% | -12.8% |
| 3M | +11.7% | +7.7% | +4.0% | +9.5% |
| 6M | -10.9% | +13.6% | -24.6% | -14.3% |
| YTD | -2.1% | +34.6% | -36.7% | -9.3% |
| 1Y | +14.8% | +66.2% | -51.5% | +1.6% |
| 3Y | -11.3% | +43.5% | -54.8% | -23.8% |
| 5Y | +36.2% | +20.7% | +15.6% | +18.3% |
| 10Y | +684.5% | +541.5% | +143.0% | +429.2% |
| All | +1,391.9% | +873.2% | +518.7% | +858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling