+1,947.1%
SNPS vs IYR
+713.1%
+1,233.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.6% | +2.1% | -2.7% | -1.5% |
| 30D | -9.8% | +7.2% | -17.0% | -12.7% |
| 3M | +11.7% | +0.4% | +11.3% | +11.3% |
| 6M | -10.9% | +1.4% | -12.4% | -12.0% |
| YTD | -2.1% | +11.3% | -13.4% | -7.4% |
| 1Y | +14.8% | +10.5% | +4.3% | +8.9% |
| 3Y | -11.3% | +41.7% | -53.1% | -25.1% |
| 5Y | +36.2% | +7.1% | +29.1% | +30.9% |
| 10Y | +684.5% | +89.1% | +595.4% | +496.6% |
| All | +1,947.1% | +713.1% | +1,233.9% | +639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling