+5,778.7%
SNPS vs IP
+211.1%
+5,567.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -3.9% | +3.4% | -7.3% | -4.9% |
| 30D | -5.2% | +11.2% | -16.5% | -8.3% |
| 3M | +14.6% | -14.8% | +29.4% | +19.4% |
| 6M | -6.9% | +17.3% | -24.2% | -12.9% |
| YTD | -1.4% | -6.2% | +4.7% | -2.6% |
| 1Y | +11.2% | +2.3% | +8.9% | +6.7% |
| 3Y | -5.1% | +17.7% | -22.8% | -15.2% |
| 5Y | +35.5% | -8.4% | +43.9% | +29.2% |
| 10Y | +703.0% | +32.1% | +671.0% | +545.5% |
| All | +5,778.7% | +211.1% | +5,567.6% | +2,768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling