+4,901.1%
SNPS vs PSA
+13,998.6%
-9,097.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -11.0% | -3.7% | -7.4% | -10.1% |
| 30D | -1.7% | -7.7% | +6.0% | +0.4% |
| 3M | -20.4% | -0.6% | -19.8% | -20.5% |
| 6M | -8.6% | -0.9% | -7.7% | -8.9% |
| YTD | -16.2% | +18.7% | -34.8% | -20.8% |
| 1Y | -34.6% | +7.6% | -42.2% | -36.5% |
| 3Y | -14.5% | +23.7% | -38.1% | -21.3% |
| 5Y | +17.0% | +13.7% | +3.3% | +9.8% |
| 10Y | +560.0% | +98.9% | +461.2% | +422.4% |
| All | +4,901.1% | +13,998.6% | -9,097.4% | +1,371.6% |
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