+361.9%
SNPS vs NTR
+97.9%
+264.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | -3.6% | +16.8% | -20.4% | -6.8% |
| 3M | -12.9% | +20.7% | -33.7% | -16.7% |
| 6M | -8.2% | +0.5% | -8.8% | -9.2% |
| YTD | -15.4% | +29.2% | -44.6% | -21.4% |
| 1Y | -9.3% | +39.6% | -48.9% | -17.7% |
| 3Y | -14.0% | +37.9% | -51.8% | -23.2% |
| 5Y | +19.5% | +47.1% | -27.5% | -1.7% |
| All | +361.9% | +97.9% | +264.0% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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