+4,901.1%
SNPS vs IP
+225.0%
+4,676.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.0% |
| 7D | -11.0% | -5.3% | -5.8% | -9.6% |
| 30D | -1.7% | -10.9% | +9.1% | +1.4% |
| 3M | -20.4% | +11.2% | -31.5% | -23.8% |
| 6M | -8.6% | -10.2% | +1.6% | -7.7% |
| YTD | -16.2% | -2.0% | -14.2% | -17.9% |
| 1Y | -34.6% | -19.1% | -15.5% | -32.4% |
| 3Y | -14.5% | +20.9% | -35.3% | -24.0% |
| 5Y | +17.0% | -17.8% | +34.8% | +15.6% |
| 10Y | +560.0% | +23.5% | +536.5% | +443.5% |
| All | +4,901.1% | +225.0% | +4,676.2% | +2,318.4% |
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