+2,627.6%
SNPS vs IAU
+810.1%
+1,817.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.5% |
| 7D | +0.2% | +4.9% | -4.7% | -0.2% |
| 30D | -8.4% | -1.4% | -7.1% | -8.3% |
| 3M | +12.3% | -4.8% | +17.0% | +12.7% |
| 6M | -9.6% | -12.5% | +2.9% | -8.7% |
| YTD | -0.6% | -4.2% | +3.6% | -0.3% |
| 1Y | +18.7% | +3.1% | +15.6% | +18.5% |
| 3Y | -7.6% | +110.0% | -117.6% | -11.8% |
| 5Y | +34.1% | +123.1% | -89.0% | +27.2% |
| 10Y | +691.2% | +216.7% | +474.5% | +651.2% |
| All | +2,627.6% | +810.1% | +1,817.5% | +2,169.4% |
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