+34.1%
SNPS vs IT
-42.9%
+77.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +0.2% | -18.8% | +19.0% | +8.4% |
| 30D | -8.4% | -0.1% | -8.4% | -10.1% |
| 3M | +12.3% | +2.9% | +9.3% | +7.3% |
| 6M | -9.6% | +20.4% | -30.0% | -22.7% |
| YTD | -0.6% | -24.3% | +23.7% | +8.6% |
| 1Y | +18.7% | -17.2% | +35.8% | +22.2% |
| 3Y | -7.6% | -52.4% | +44.8% | +31.2% |
| 5Y | +34.1% | -43.7% | +77.8% | +65.8% |
| All | +34.1% | -42.9% | +77.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling