+4,901.1%
SNPS vs NOC
+9,748.3%
-4,847.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.7% |
| 7D | -11.0% | -5.2% | -5.8% | -9.7% |
| 30D | -1.7% | -7.2% | +5.5% | +0.2% |
| 3M | -20.4% | -5.1% | -15.2% | -19.5% |
| 6M | -8.6% | -31.1% | +22.5% | +0.2% |
| YTD | -16.2% | -8.6% | -7.6% | -15.3% |
| 1Y | -34.6% | -9.7% | -24.8% | -33.9% |
| 3Y | -14.5% | +24.3% | -38.7% | -22.7% |
| 5Y | +17.0% | +52.6% | -35.6% | -3.3% |
| 10Y | +560.0% | +183.6% | +376.4% | +340.5% |
| All | +4,901.1% | +9,748.3% | -4,847.1% | +1,250.2% |
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