+426.8%
SNPS vs IR
+282.2%
+144.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | -5.5% | +0.6% | -6.1% | -5.7% |
| 30D | -5.8% | -13.6% | +7.9% | -0.6% |
| 3M | -17.2% | +3.7% | -20.9% | -19.0% |
| 6M | -10.4% | -13.1% | +2.7% | -6.7% |
| YTD | -16.5% | -5.1% | -11.4% | -16.7% |
| 1Y | -35.6% | -6.5% | -29.2% | -35.6% |
| 3Y | -14.6% | +8.5% | -23.1% | -19.2% |
| 5Y | +16.5% | +43.3% | -26.8% | -0.5% |
| All | +426.8% | +282.2% | +144.6% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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