+1,769.7%
SNPS vs IJH
+1,055.9%
+713.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.2% |
| 7D | -5.5% | -0.7% | -4.7% | -4.9% |
| 30D | -4.5% | -3.8% | -0.6% | -1.1% |
| 3M | -15.5% | 0.0% | -15.5% | -15.5% |
| 6M | -10.1% | +8.8% | -18.8% | -16.3% |
| YTD | -16.3% | +13.5% | -29.8% | -24.9% |
| 1Y | -34.9% | +15.4% | -50.3% | -42.2% |
| 3Y | -14.4% | +50.9% | -65.3% | -39.0% |
| 5Y | +17.9% | +47.8% | -29.9% | -13.6% |
| 10Y | +574.2% | +183.1% | +391.2% | +176.4% |
| All | +1,769.7% | +1,055.9% | +713.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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