+673.5%
SNPS vs IP
+19.1%
+654.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | -6.4% | +6.7% | -13.1% | -8.2% |
| 3M | +12.2% | -16.6% | +28.8% | +17.3% |
| 6M | -9.8% | +6.0% | -15.8% | -12.9% |
| YTD | -1.5% | -10.7% | +9.2% | -1.2% |
| 1Y | +16.0% | -6.7% | +22.7% | +14.6% |
| 3Y | -10.8% | +17.1% | -28.0% | -20.5% |
| 5Y | +33.3% | -14.6% | +47.9% | +30.0% |
| All | +673.5% | +19.1% | +654.4% | +559.0% |
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