+1,772.6%
SNPS vs IWF
+727.1%
+1,045.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | +0.5% | -11.6% | -11.5% |
| 30D | -1.7% | -0.4% | -1.4% | -1.1% |
| 3M | -20.4% | -2.6% | -17.7% | -18.2% |
| 6M | -8.6% | +9.1% | -17.8% | -16.2% |
| YTD | -16.2% | +4.5% | -20.6% | -19.4% |
| 1Y | -34.6% | +10.1% | -44.7% | -40.2% |
| 3Y | -14.5% | +77.6% | -92.1% | -50.1% |
| 5Y | +17.0% | +73.7% | -56.7% | -28.9% |
| 10Y | +560.0% | +411.5% | +148.5% | +52.8% |
| All | +1,772.6% | +727.1% | +1,045.6% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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