+4,901.1%
SNPS vs LEN
+4,029.5%
+871.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -11.0% | -3.2% | -7.8% | -10.4% |
| 30D | -1.7% | -4.9% | +3.2% | -0.8% |
| 3M | -20.4% | -8.5% | -11.9% | -19.2% |
| 6M | -8.6% | -20.7% | +12.0% | -4.5% |
| YTD | -16.2% | -17.4% | +1.3% | -13.6% |
| 1Y | -34.6% | -38.2% | +3.7% | -28.4% |
| 3Y | -14.5% | -24.9% | +10.4% | -11.9% |
| 5Y | +17.0% | -11.4% | +28.4% | +15.6% |
| 10Y | +560.0% | +110.0% | +450.0% | +417.5% |
| All | +4,901.1% | +4,029.5% | +871.6% | +1,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling