+572.5%
SNPS vs ITW
+194.8%
+377.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.3% |
| 30D | -3.6% | -8.3% | +4.7% | +0.9% |
| 3M | -12.9% | +6.0% | -18.9% | -16.0% |
| 6M | -8.2% | 0.0% | -8.2% | -9.0% |
| YTD | -15.4% | +10.2% | -25.6% | -21.2% |
| 1Y | -9.3% | +3.2% | -12.5% | -12.6% |
| 3Y | -14.0% | +21.0% | -34.9% | -24.7% |
| 5Y | +19.5% | +37.9% | -18.4% | -3.6% |
| All | +572.5% | +194.8% | +377.7% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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