+572.5%
SNPS vs NYT
+489.9%
+82.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -3.6% | +4.6% | -8.2% | -5.0% |
| 3M | -12.9% | -9.6% | -3.3% | -10.8% |
| 6M | -8.2% | -14.0% | +5.8% | -4.8% |
| YTD | -15.4% | -2.8% | -12.6% | -16.0% |
| 1Y | -9.3% | +15.6% | -24.9% | -15.2% |
| 3Y | -14.0% | +56.3% | -70.3% | -28.4% |
| 5Y | +19.5% | +39.5% | -20.0% | +0.2% |
| All | +572.5% | +489.9% | +82.6% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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