+4,878.2%
SNPS vs OKE
+14,594.8%
-9,716.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.0% |
| 7D | -5.5% | +1.9% | -7.4% | -6.0% |
| 30D | -5.8% | +12.8% | -18.6% | -8.8% |
| 3M | -17.2% | +11.9% | -29.1% | -20.0% |
| 6M | -10.4% | +14.9% | -25.2% | -14.4% |
| YTD | -16.5% | +37.7% | -54.3% | -24.3% |
| 1Y | -35.6% | +44.1% | -79.7% | -42.6% |
| 3Y | -14.6% | +75.3% | -89.9% | -28.3% |
| 5Y | +16.5% | +144.0% | -127.6% | -11.3% |
| 10Y | +556.6% | +249.7% | +306.8% | +298.3% |
| All | +4,878.2% | +14,594.8% | -9,716.6% | +719.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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