+1,760.6%
SNPS vs GNRC
+2,120.5%
-359.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -5.5% | +4.8% | -10.3% | -6.7% |
| 30D | -5.8% | -10.4% | +4.6% | -3.4% |
| 3M | -17.2% | -28.5% | +11.3% | -10.9% |
| 6M | -10.4% | -6.8% | -3.6% | -10.5% |
| YTD | -16.5% | +39.5% | -56.0% | -25.5% |
| 1Y | -35.6% | +3.4% | -39.0% | -38.4% |
| 3Y | -14.6% | +65.1% | -79.8% | -29.8% |
| 5Y | +16.5% | -57.1% | +73.6% | +25.8% |
| 10Y | +556.6% | +432.5% | +124.1% | +304.6% |
| All | +1,760.6% | +2,120.5% | -359.9% | +718.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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