+2,570.1%
SNPS vs PAAS
+1,235.6%
+1,334.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -5.2% |
| 7D | -11.0% | -2.9% | -8.1% | -10.8% |
| 30D | -1.7% | +6.8% | -8.5% | -2.3% |
| 3M | -20.4% | -2.9% | -17.5% | -20.3% |
| 6M | -8.6% | -16.4% | +7.8% | -7.8% |
| YTD | -16.2% | 0.0% | -16.2% | -16.8% |
| 1Y | -34.6% | +54.3% | -88.9% | -37.4% |
| 3Y | -14.5% | +230.7% | -245.1% | -23.8% |
| 5Y | +17.0% | +111.6% | -94.6% | +6.5% |
| 10Y | +560.0% | +211.7% | +348.3% | +469.5% |
| All | +2,570.1% | +1,235.6% | +1,334.5% | +1,850.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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