+5,491.2%
SNPS vs IP
+198.8%
+5,292.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -3.7% |
| 7D | -10.2% | -5.0% | -5.2% | -8.8% |
| 30D | -12.8% | +6.5% | -19.4% | -14.6% |
| 3M | +9.9% | -18.0% | +27.9% | +15.8% |
| 6M | -12.4% | +10.3% | -22.7% | -16.5% |
| YTD | -6.3% | -9.9% | +3.6% | -6.3% |
| 1Y | +7.6% | -1.1% | +8.7% | +4.3% |
| 3Y | -9.8% | +13.0% | -22.8% | -18.4% |
| 5Y | +29.2% | -12.3% | +41.5% | +24.8% |
| 10Y | +663.8% | +26.8% | +636.9% | +521.5% |
| All | +5,491.2% | +198.8% | +5,292.5% | +2,661.5% |
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