+675.0%
SNPS vs LEN
+142.4%
+532.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.2% | -6.4% | +6.2% | +1.7% |
| 30D | -8.0% | +15.6% | -23.7% | -12.6% |
| 3M | +12.5% | -0.8% | +13.2% | +11.5% |
| 6M | -10.5% | +0.4% | -10.8% | -12.1% |
| YTD | -1.6% | -14.1% | +12.5% | +0.3% |
| 1Y | +16.8% | -29.6% | +46.5% | +26.5% |
| 3Y | -10.9% | -23.1% | +12.2% | -9.7% |
| 5Y | +35.8% | -8.9% | +44.7% | +26.9% |
| 10Y | +675.0% | +146.2% | +528.7% | +405.0% |
| All | +675.0% | +142.4% | +532.6% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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