+4,901.1%
SNPS vs NI
+3,660.2%
+1,240.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.2% |
| 7D | -11.0% | +2.0% | -13.0% | -11.6% |
| 30D | -1.7% | -3.5% | +1.8% | -0.6% |
| 3M | -20.4% | -9.1% | -11.2% | -18.1% |
| 6M | -8.6% | -11.8% | +3.2% | -5.3% |
| YTD | -16.2% | +1.1% | -17.2% | -17.1% |
| 1Y | -34.6% | +6.7% | -41.3% | -36.6% |
| 3Y | -14.5% | +71.1% | -85.5% | -30.1% |
| 5Y | +17.0% | +94.3% | -77.3% | -9.4% |
| 10Y | +560.0% | +135.8% | +424.3% | +361.3% |
| All | +4,901.1% | +3,660.2% | +1,240.9% | +1,255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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