+3,287.9%
SNPS vs O
+5,387.7%
-2,099.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -11.0% | -0.7% | -10.3% | -10.8% |
| 30D | -1.7% | -1.9% | +0.1% | -1.2% |
| 3M | -20.4% | +3.8% | -24.2% | -21.5% |
| 6M | -8.6% | -4.7% | -3.9% | -7.8% |
| YTD | -16.2% | +12.5% | -28.6% | -19.7% |
| 1Y | -34.6% | +10.8% | -45.4% | -37.1% |
| 3Y | -14.5% | +28.8% | -43.2% | -22.7% |
| 5Y | +17.0% | +13.2% | +3.8% | +10.0% |
| 10Y | +560.0% | +53.5% | +506.6% | +441.9% |
| All | +3,287.9% | +5,387.7% | -2,099.9% | +887.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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