+572.1%
SNPS vs NOC
+192.5%
+379.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -3.3% | -9.4% | +6.1% | -1.6% |
| 3M | -13.8% | -3.8% | -9.9% | -13.3% |
| 6M | -8.2% | -28.8% | +20.6% | -2.3% |
| YTD | -15.4% | -7.9% | -7.6% | -15.1% |
| 1Y | +2.4% | -9.0% | +11.5% | +3.1% |
| 3Y | -13.5% | +29.1% | -42.6% | -21.6% |
| 5Y | +19.5% | +58.9% | -39.5% | -3.0% |
| All | +572.1% | +192.5% | +379.7% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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