+663.1%
SNPS vs IP
+26.3%
+636.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | -3.7% | -5.1% | +1.4% | -2.3% |
| 30D | -10.4% | +8.5% | -18.9% | -12.4% |
| 3M | +11.0% | -13.8% | +24.8% | +15.0% |
| 6M | -10.7% | +5.7% | -16.4% | -13.6% |
| YTD | -4.1% | -9.1% | +5.0% | -4.2% |
| 1Y | +13.7% | -0.8% | +14.5% | +10.3% |
| 3Y | -8.1% | +14.8% | -22.9% | -17.4% |
| 5Y | +32.2% | -11.5% | +43.7% | +27.6% |
| All | +663.1% | +26.3% | +636.8% | +574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling