+1,993.6%
SNPS vs IWD
+731.9%
+1,261.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -2.6% |
| 7D | -10.2% | -0.9% | -9.3% | -9.4% |
| 30D | -12.8% | +2.6% | -15.5% | -14.8% |
| 3M | +9.9% | +1.2% | +8.6% | +8.6% |
| 6M | -12.4% | +12.1% | -24.5% | -20.7% |
| YTD | -6.3% | +24.1% | -30.4% | -22.2% |
| 1Y | +7.6% | +28.5% | -20.9% | -13.3% |
| 3Y | -9.8% | +79.5% | -89.3% | -44.4% |
| 5Y | +29.2% | +70.3% | -41.1% | -15.5% |
| 10Y | +663.8% | +212.5% | +451.2% | +202.8% |
| All | +1,993.6% | +731.9% | +1,261.7% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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