+572.1%
SNPS vs HIG
+315.0%
+257.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.6% | -2.3% | -2.3% | -4.0% |
| 30D | -3.3% | -1.2% | -2.1% | -3.1% |
| 3M | -13.8% | +6.3% | -20.1% | -15.4% |
| 6M | -8.2% | +0.6% | -8.8% | -8.8% |
| YTD | -15.4% | +0.6% | -16.1% | -16.2% |
| 1Y | +2.4% | +6.1% | -3.7% | -0.1% |
| 3Y | -13.5% | +102.0% | -115.5% | -29.7% |
| 5Y | +19.5% | +119.2% | -99.8% | -5.7% |
| All | +572.1% | +315.0% | +257.2% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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