+3,036.9%
SNPS vs PAAS
+881.3%
+2,155.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | +5.1% | -7.0% | +12.1% | +5.7% |
| 30D | -6.4% | -15.3% | +8.9% | -5.2% |
| 3M | +12.2% | -27.7% | +40.0% | +15.0% |
| 6M | -9.8% | -40.5% | +30.6% | -6.5% |
| YTD | -1.5% | -26.5% | +25.0% | +0.1% |
| 1Y | +16.0% | -0.8% | +16.8% | +15.0% |
| 3Y | -10.8% | +196.9% | -207.8% | -19.7% |
| 5Y | +33.3% | +49.2% | -15.8% | +24.7% |
| 10Y | +675.9% | +199.4% | +476.6% | +575.7% |
| All | +3,036.9% | +881.3% | +2,155.6% | +2,245.7% |
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