+660.9%
SNPS vs HIG
+261.7%
+399.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.1% | +2.6% | -1.6% | +0.4% |
| 30D | -5.2% | +4.2% | -9.3% | -6.3% |
| 3M | +10.6% | +0.2% | +10.4% | +10.1% |
| 6M | -10.6% | +4.6% | -15.2% | -12.2% |
| YTD | -3.1% | +1.1% | -4.2% | -4.3% |
| 1Y | +15.6% | +4.7% | +10.9% | +12.9% |
| 3Y | -12.9% | +95.5% | -108.4% | -28.7% |
| 5Y | +31.2% | +111.7% | -80.5% | +4.4% |
| All | +660.9% | +261.7% | +399.2% | +461.2% |
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