+4,893.3%
SNPS vs NTRS
+4,344.2%
+549.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.5% | +0.9% | -6.3% | -5.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.1% |
| 3M | -15.5% | +8.8% | -24.3% | -18.1% |
| 6M | -10.1% | +34.7% | -44.8% | -19.6% |
| YTD | -16.3% | +37.2% | -53.5% | -25.7% |
| 1Y | -34.9% | +46.3% | -81.3% | -43.4% |
| 3Y | -14.4% | +163.2% | -177.6% | -40.4% |
| 5Y | +17.9% | +86.9% | -69.0% | -9.1% |
| 10Y | +574.2% | +250.9% | +323.3% | +293.1% |
| All | +4,893.3% | +4,344.2% | +549.1% | +1,159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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