+684.5%
SNPS vs PH
+737.8%
-53.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -0.6% | +2.1% | -2.8% | -1.6% |
| 30D | -9.8% | +0.3% | -10.1% | -9.9% |
| 3M | +11.7% | -8.8% | +20.5% | +16.3% |
| 6M | -10.9% | +10.0% | -21.0% | -15.2% |
| YTD | -2.1% | +10.5% | -12.6% | -7.8% |
| 1Y | +14.8% | +15.5% | -0.8% | +5.9% |
| 3Y | -11.3% | +136.4% | -147.7% | -41.2% |
| 5Y | +36.2% | +213.6% | -177.4% | -21.6% |
| 10Y | +684.5% | +713.9% | -29.4% | +213.3% |
| All | +684.5% | +737.8% | -53.3% | +213.3% |
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