+5,768.2%
SNPS vs NOC
+10,436.3%
-4,668.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -0.2% | +4.9% | -5.1% | -1.4% |
| 30D | -8.0% | +13.6% | -21.6% | -11.3% |
| 3M | +12.5% | -3.9% | +16.3% | +13.1% |
| 6M | -10.5% | +1.4% | -11.9% | -11.6% |
| YTD | -1.6% | -2.2% | +0.6% | -2.7% |
| 1Y | +16.8% | -1.2% | +18.0% | +15.1% |
| 3Y | -10.9% | +25.0% | -36.0% | -19.5% |
| 5Y | +35.8% | +66.0% | -30.2% | +9.5% |
| 10Y | +675.0% | +161.4% | +513.6% | +429.4% |
| All | +5,768.2% | +10,436.3% | -4,668.1% | +1,450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling