+959.5%
SNPS vs ITOT
+891.2%
+68.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -5.5% | +0.7% | -6.1% | -6.1% |
| 30D | -5.8% | -1.1% | -4.7% | -4.6% |
| 3M | -17.2% | +3.9% | -21.1% | -20.2% |
| 6M | -10.4% | +14.7% | -25.1% | -21.3% |
| YTD | -16.5% | +13.3% | -29.9% | -25.6% |
| 1Y | -35.6% | +19.1% | -54.8% | -45.1% |
| 3Y | -14.6% | +77.3% | -92.0% | -48.6% |
| 5Y | +16.5% | +74.1% | -57.6% | -26.9% |
| 10Y | +556.6% | +293.1% | +263.4% | +114.6% |
| All | +959.5% | +891.2% | +68.4% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling