+826.0%
SNPS vs P
+449.6%
+376.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -16.4% | +11.5% | -0.1% |
| 7D | -10.2% | -31.9% | +21.7% | -0.1% |
| 30D | -12.8% | -36.5% | +23.7% | -1.2% |
| 3M | +9.9% | +11.6% | -1.7% | +3.8% |
| 6M | -12.4% | +25.2% | -37.6% | -21.3% |
| YTD | -6.3% | +39.4% | -45.7% | -19.0% |
| 1Y | +7.6% | -3.7% | +11.3% | +1.4% |
| 3Y | -9.8% | +167.3% | -177.0% | -41.8% |
| 5Y | +29.2% | +237.3% | -208.1% | -24.0% |
| 10Y | +663.8% | +698.6% | -34.9% | +256.8% |
| All | +826.0% | +449.6% | +376.3% | +355.2% |
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