+4,893.3%
SNPS vs NYT
+663.9%
+4,229.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | -5.5% | -1.6% | -3.9% | -5.1% |
| 30D | -4.5% | +2.8% | -7.3% | -5.2% |
| 3M | -15.5% | -9.2% | -6.3% | -13.9% |
| 6M | -10.1% | -17.1% | +7.0% | -6.6% |
| YTD | -16.3% | -3.2% | -13.0% | -16.5% |
| 1Y | -34.9% | +15.7% | -50.6% | -37.9% |
| 3Y | -14.4% | +55.7% | -70.1% | -25.0% |
| 5Y | +17.9% | +39.4% | -21.5% | +4.7% |
| 10Y | +574.2% | +485.6% | +88.7% | +316.0% |
| All | +4,893.3% | +663.9% | +4,229.3% | +2,520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling