+660.9%
SNPS vs PR
+86.0%
+575.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | +1.1% | +6.0% | -4.9% | +0.8% |
| 30D | -5.2% | -4.2% | -1.0% | -5.0% |
| 3M | +10.6% | +10.0% | +0.6% | +10.0% |
| 6M | -10.6% | +15.6% | -26.2% | -11.3% |
| YTD | -3.1% | +68.2% | -71.3% | -5.6% |
| 1Y | +15.6% | +79.2% | -63.6% | +12.2% |
| 3Y | -12.9% | +94.9% | -107.9% | -16.0% |
| 5Y | +31.2% | +272.8% | -241.6% | +23.2% |
| All | +660.9% | +86.0% | +575.0% | +710.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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