+1,459.6%
SNPS vs INDA
+122.4%
+1,337.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -0.2% | +3.1% | -3.3% | -1.7% |
| 30D | -8.0% | +11.3% | -19.3% | -13.0% |
| 3M | +12.5% | +3.0% | +9.5% | +10.6% |
| 6M | -10.5% | +6.5% | -17.0% | -13.5% |
| YTD | -1.6% | -4.6% | +2.9% | +0.4% |
| 1Y | +16.8% | -5.8% | +22.6% | +19.9% |
| 3Y | -10.9% | +16.8% | -27.7% | -18.1% |
| 5Y | +35.8% | +10.4% | +25.4% | +28.7% |
| 10Y | +675.0% | +116.8% | +558.2% | +444.3% |
| All | +1,459.6% | +122.4% | +1,337.3% | +950.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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