+3,687.6%
SNPS vs O
+5,283.0%
-1,595.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.0% |
| 7D | -10.2% | +4.5% | -14.7% | -11.3% |
| 30D | -12.8% | +10.2% | -23.0% | -15.4% |
| 3M | +9.9% | -3.8% | +13.6% | +10.8% |
| 6M | -12.4% | -3.8% | -8.5% | -11.9% |
| YTD | -6.3% | +10.3% | -16.6% | -10.0% |
| 1Y | +7.6% | +11.9% | -4.3% | +2.9% |
| 3Y | -9.8% | +38.1% | -47.9% | -20.3% |
| 5Y | +29.2% | +11.1% | +18.1% | +21.9% |
| 10Y | +663.8% | +72.7% | +591.0% | +504.8% |
| All | +3,687.6% | +5,283.0% | -1,595.4% | +1,007.3% |
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