+4,901.1%
SNPS vs KEY
+466.2%
+4,435.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +2.2% | -13.2% | -11.5% |
| 30D | -1.7% | -3.0% | +1.3% | -1.1% |
| 3M | -20.4% | +3.3% | -23.7% | -21.0% |
| 6M | -8.6% | +9.2% | -17.8% | -10.5% |
| YTD | -16.2% | +10.6% | -26.8% | -18.2% |
| 1Y | -34.6% | +20.4% | -55.0% | -37.5% |
| 3Y | -14.5% | +121.8% | -136.3% | -29.8% |
| 5Y | +17.0% | +41.1% | -24.1% | +2.7% |
| 10Y | +560.0% | +168.5% | +391.5% | +363.4% |
| All | +4,901.1% | +466.2% | +4,435.0% | +2,111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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