+4,901.1%
SNPS vs ITW
+6,359.3%
-1,458.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | -11.0% | -3.6% | -7.5% | -9.5% |
| 30D | -1.7% | -9.1% | +7.4% | +2.6% |
| 3M | -20.4% | +8.2% | -28.6% | -23.4% |
| 6M | -8.6% | -4.8% | -3.8% | -7.2% |
| YTD | -16.2% | +11.0% | -27.2% | -21.1% |
| 1Y | -34.6% | +4.2% | -38.8% | -36.8% |
| 3Y | -14.5% | +17.3% | -31.7% | -21.9% |
| 5Y | +17.0% | +33.0% | -16.0% | +0.7% |
| 10Y | +560.0% | +182.3% | +377.7% | +296.3% |
| All | +4,901.1% | +6,359.3% | -1,458.1% | +825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling