+505.3%
SNPS vs IR
+322.3%
+183.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | -3.7% | +3.7% | -7.3% | -5.0% |
| 30D | -10.4% | +7.4% | -17.8% | -12.7% |
| 3M | +11.0% | -5.9% | +16.9% | +13.3% |
| 6M | -10.7% | +5.6% | -16.3% | -13.3% |
| YTD | -4.1% | +4.8% | -8.9% | -7.9% |
| 1Y | +13.7% | +6.9% | +6.8% | +8.2% |
| 3Y | -8.1% | +27.6% | -35.6% | -17.9% |
| 5Y | +32.2% | +45.8% | -13.6% | +11.1% |
| All | +505.3% | +322.3% | +183.0% | +289.4% |
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