+572.5%
SNPS vs ITOT
+303.4%
+269.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -1.0% |
| 7D | +0.9% | -0.9% | +1.8% | +2.0% |
| 30D | -3.6% | -1.5% | -2.2% | -1.7% |
| 3M | -12.9% | +3.6% | -16.5% | -16.6% |
| 6M | -8.2% | +13.7% | -21.9% | -21.5% |
| YTD | -15.4% | +12.9% | -28.3% | -26.8% |
| 1Y | -9.3% | +17.2% | -26.5% | -24.6% |
| 3Y | -14.0% | +75.6% | -89.6% | -54.8% |
| 5Y | +19.5% | +75.5% | -56.0% | -35.7% |
| All | +572.5% | +303.4% | +269.1% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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