+556.6%
SNPS vs PH
+794.6%
-238.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -5.8% | -10.8% | +5.0% | -1.0% |
| 3M | -17.2% | +8.5% | -25.7% | -20.6% |
| 6M | -10.4% | +3.9% | -14.3% | -12.9% |
| YTD | -16.5% | +9.4% | -26.0% | -21.1% |
| 1Y | -35.6% | +26.8% | -62.4% | -43.4% |
| 3Y | -14.6% | +140.8% | -155.4% | -44.0% |
| 5Y | +16.5% | +253.8% | -237.3% | -36.1% |
| 10Y | +556.6% | +792.3% | -235.8% | +134.0% |
| All | +556.6% | +794.6% | -238.1% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling