+16.5%
SNPS vs NOC
+56.8%
-40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -5.5% |
| 30D | -5.8% | -8.9% | +3.1% | -5.9% |
| 3M | -17.2% | -3.7% | -13.5% | -17.2% |
| 6M | -10.4% | -30.8% | +20.4% | -10.2% |
| YTD | -16.5% | -7.9% | -8.6% | -16.7% |
| 1Y | -35.6% | -9.4% | -26.2% | -35.7% |
| 3Y | -14.6% | +29.0% | -43.6% | -15.4% |
| 5Y | +16.5% | +56.1% | -39.6% | +11.5% |
| All | +16.5% | +56.8% | -40.3% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling