+2,586.6%
SNPS vs IAU
+786.3%
+1,800.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | -0.6% | +2.8% | -3.4% | -0.9% |
| 30D | -9.8% | -4.0% | -5.8% | -9.5% |
| 3M | +11.7% | -8.2% | +19.9% | +12.5% |
| 6M | -10.9% | -14.8% | +3.8% | -9.9% |
| YTD | -2.1% | -6.7% | +4.6% | -1.6% |
| 1Y | +14.8% | -2.2% | +17.0% | +15.0% |
| 3Y | -11.3% | +106.7% | -118.1% | -15.3% |
| 5Y | +36.2% | +114.8% | -78.6% | +29.5% |
| 10Y | +684.5% | +213.0% | +471.5% | +646.4% |
| All | +2,586.6% | +786.3% | +1,800.4% | +2,140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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