+19.5%
SNPS vs ITOT
+71.8%
-52.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.9% |
| 7D | -4.6% | -2.0% | -2.6% | -1.7% |
| 30D | -3.3% | -2.0% | -1.4% | -0.4% |
| 3M | -13.8% | +4.5% | -18.3% | -19.1% |
| 6M | -8.2% | +12.6% | -20.8% | -22.4% |
| YTD | -15.4% | +12.0% | -27.4% | -27.7% |
| 1Y | +2.4% | +17.3% | -14.8% | -17.4% |
| 3Y | -13.5% | +75.2% | -88.7% | -58.8% |
| 5Y | +19.5% | +74.0% | -54.6% | -38.8% |
| All | +19.5% | +71.8% | -52.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling