+1,610.4%
SNPS vs LYB
+633.9%
+976.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.5% | -3.1% | -2.4% | -4.7% |
| 30D | -4.5% | +4.0% | -8.5% | -5.5% |
| 3M | -15.5% | +2.4% | -17.9% | -16.5% |
| 6M | -10.1% | -1.4% | -8.6% | -11.6% |
| YTD | -16.3% | +53.9% | -70.2% | -27.5% |
| 1Y | -34.9% | +26.1% | -61.0% | -40.7% |
| 3Y | -14.4% | -21.0% | +6.7% | -13.0% |
| 5Y | +17.9% | -0.7% | +18.6% | +11.4% |
| 10Y | +574.2% | +49.3% | +525.0% | +418.5% |
| All | +1,610.4% | +633.9% | +976.5% | +650.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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