+1,660.5%
SNPS vs NDAQ
+2,628.3%
-967.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -8.4% | +15.9% | -24.3% | -12.2% |
| 3M | +12.3% | +15.1% | -2.8% | +7.8% |
| 6M | -9.6% | +22.9% | -32.5% | -15.1% |
| YTD | -0.6% | +12.8% | -13.4% | -4.4% |
| 1Y | +18.7% | +26.0% | -7.3% | +10.8% |
| 3Y | -7.6% | +119.7% | -127.3% | -25.4% |
| 5Y | +34.1% | +65.4% | -31.3% | +16.2% |
| 10Y | +691.2% | +469.3% | +221.9% | +423.7% |
| All | +1,660.5% | +2,628.3% | -967.8% | +783.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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