+5,829.8%
SNPS vs PSA
+15,847.6%
-10,017.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +0.2% | +1.5% | -1.3% | -0.2% |
| 30D | -8.4% | +16.7% | -25.1% | -12.4% |
| 3M | +12.3% | +4.0% | +8.2% | +10.7% |
| 6M | -9.6% | +10.9% | -20.4% | -12.7% |
| YTD | -0.6% | +34.2% | -34.8% | -9.5% |
| 1Y | +18.7% | +26.6% | -8.0% | +9.8% |
| 3Y | -7.6% | +54.7% | -62.3% | -20.4% |
| 5Y | +34.1% | +30.0% | +4.1% | +21.0% |
| 10Y | +691.2% | +132.7% | +558.6% | +498.9% |
| All | +5,829.8% | +15,847.6% | -10,017.9% | +1,581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling