-14.9%
SNPS vs ITOT
+75.4%
-90.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.1% |
| 7D | -5.5% | -0.4% | -5.1% | -4.9% |
| 30D | -4.5% | -1.6% | -2.9% | -1.9% |
| 3M | -15.5% | +3.5% | -19.0% | -19.9% |
| 6M | -10.1% | +13.1% | -23.2% | -25.6% |
| YTD | -16.3% | +12.7% | -29.0% | -30.1% |
| 1Y | -34.9% | +18.3% | -53.2% | -49.3% |
| All | -14.9% | +75.4% | -90.3% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling