+572.5%
SNPS vs IYR
+69.7%
+502.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.8% |
| 30D | -3.6% | -2.7% | -1.0% | -1.9% |
| 3M | -12.9% | -2.1% | -10.8% | -12.0% |
| 6M | -8.2% | +3.6% | -11.8% | -11.1% |
| YTD | -15.4% | +8.1% | -23.5% | -20.7% |
| 1Y | -9.3% | +4.7% | -14.0% | -13.2% |
| 3Y | -14.0% | +29.1% | -43.1% | -30.2% |
| 5Y | +19.5% | +6.9% | +12.6% | +12.0% |
| All | +572.5% | +69.7% | +502.8% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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