+684.5%
SNPS vs LEN
+147.0%
+537.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +0.1% |
| 7D | -0.6% | +0.7% | -1.3% | -1.0% |
| 30D | -9.8% | +13.0% | -22.8% | -13.6% |
| 3M | +11.7% | +1.9% | +9.8% | +9.8% |
| 6M | -10.9% | -0.7% | -10.2% | -12.3% |
| YTD | -2.1% | -13.8% | +11.7% | -0.2% |
| 1Y | +14.8% | -28.1% | +42.9% | +23.4% |
| 3Y | -11.3% | -22.8% | +11.5% | -10.2% |
| 5Y | +36.2% | -7.4% | +43.6% | +26.7% |
| 10Y | +684.5% | +143.7% | +540.8% | +419.3% |
| All | +684.5% | +147.0% | +537.5% | +419.3% |
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