+4,027.9%
SNPS vs IT
+6,259.0%
-2,231.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +0.2% | -18.8% | +19.0% | +5.5% |
| 30D | -8.4% | -0.1% | -8.4% | -9.2% |
| 3M | +12.3% | +2.9% | +9.3% | +9.6% |
| 6M | -9.6% | +20.4% | -30.0% | -17.0% |
| YTD | -0.6% | -24.3% | +23.7% | +2.7% |
| 1Y | +18.7% | -17.2% | +35.8% | +19.4% |
| 3Y | -7.6% | -52.4% | +44.8% | +7.3% |
| 5Y | +34.1% | -43.7% | +77.8% | +49.3% |
| 10Y | +691.2% | +90.3% | +600.9% | +539.6% |
| All | +4,027.9% | +6,259.0% | -2,231.1% | +1,344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling