+572.1%
SNPS vs PSA
+101.3%
+470.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.6% | -3.6% | -1.0% | -3.4% |
| 30D | -3.3% | -9.4% | +6.0% | -0.1% |
| 3M | -13.8% | -8.2% | -5.6% | -11.5% |
| 6M | -8.2% | -1.8% | -6.4% | -8.4% |
| YTD | -15.4% | +15.7% | -31.2% | -20.9% |
| 1Y | +2.4% | +6.3% | -3.9% | -1.3% |
| 3Y | -13.5% | +21.6% | -35.1% | -23.0% |
| 5Y | +19.5% | +13.5% | +6.0% | +8.8% |
| All | +572.1% | +101.3% | +470.9% | +388.7% |
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