+660.9%
SNPS vs PSA
+132.6%
+528.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.5% |
| 30D | -5.2% | +15.2% | -20.3% | -9.8% |
| 3M | +10.6% | +2.2% | +8.3% | +9.4% |
| 6M | -10.6% | +11.7% | -22.3% | -14.7% |
| YTD | -3.1% | +32.0% | -35.1% | -13.7% |
| 1Y | +15.6% | +26.3% | -10.7% | +4.6% |
| 3Y | -12.9% | +52.4% | -65.3% | -29.1% |
| 5Y | +31.2% | +26.3% | +4.9% | +14.9% |
| All | +660.9% | +132.6% | +528.4% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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