+728.3%
SNPS vs P
+485.4%
+242.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.8% |
| 7D | -11.0% | +6.5% | -17.6% | -12.7% |
| 30D | -1.7% | +18.8% | -20.6% | -7.8% |
| 3M | -20.4% | +26.7% | -47.1% | -27.4% |
| 6M | -8.6% | +62.2% | -70.8% | -23.2% |
| YTD | -16.2% | +48.5% | -64.7% | -28.1% |
| 1Y | -34.6% | +26.4% | -61.0% | -42.9% |
| 3Y | -14.5% | +159.4% | -173.9% | -43.7% |
| 5Y | +17.0% | +275.8% | -258.8% | -32.5% |
| 10Y | +560.0% | +732.0% | -172.0% | +206.4% |
| All | +728.3% | +485.4% | +242.9% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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