-1.9%
SNPS vs IRE
-97.2%
+95.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +39.6% | -37.3% | 0.0% |
| 7D | -3.7% | -27.2% | +23.5% | -3.0% |
| 30D | -10.4% | -75.1% | +64.7% | -4.9% |
| 3M | +11.0% | -77.9% | +88.8% | +17.4% |
| 6M | -10.7% | -94.6% | +83.9% | -0.9% |
| YTD | -4.1% | -91.5% | +87.4% | -0.5% |
| 1Y | +13.7% | -97.8% | +111.5% | +21.7% |
| All | -1.9% | -97.2% | +95.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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