+1,436.3%
SNPS vs INDA
+121.8%
+1,314.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | -5.2% | +9.4% | -14.5% | -9.5% |
| 3M | +10.6% | +2.9% | +7.6% | +8.8% |
| 6M | -10.6% | +7.2% | -17.9% | -13.9% |
| YTD | -3.1% | -4.8% | +1.7% | -1.0% |
| 1Y | +15.6% | -5.1% | +20.6% | +18.2% |
| 3Y | -12.9% | +16.7% | -29.6% | -19.9% |
| 5Y | +31.2% | +8.8% | +22.4% | +25.2% |
| 10Y | +663.4% | +116.2% | +547.1% | +436.9% |
| All | +1,436.3% | +121.8% | +1,314.5% | +936.2% |
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