+5,491.2%
SNPS vs PH
+16,064.3%
-10,573.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.1% |
| 7D | -10.2% | -3.9% | -6.3% | -8.8% |
| 30D | -12.8% | -9.4% | -3.4% | -9.4% |
| 3M | +9.9% | -10.3% | +20.2% | +14.4% |
| 6M | -12.4% | +2.7% | -15.1% | -13.7% |
| YTD | -6.3% | +2.1% | -8.4% | -8.0% |
| 1Y | +7.6% | +16.2% | -8.6% | +0.1% |
| 3Y | -9.8% | +129.3% | -139.0% | -35.4% |
| 5Y | +29.2% | +191.7% | -162.5% | -16.4% |
| 10Y | +663.8% | +759.2% | -95.5% | +210.8% |
| All | +5,491.2% | +16,064.3% | -10,573.0% | +626.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling