+17.9%
SNPS vs PSX
+370.3%
-352.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -5.5% | +1.8% | -7.3% | -5.8% |
| 30D | -4.5% | +21.6% | -26.1% | -8.0% |
| 3M | -15.5% | +46.5% | -61.9% | -21.7% |
| 6M | -10.1% | +62.0% | -72.1% | -18.8% |
| YTD | -16.3% | +106.3% | -122.6% | -28.5% |
| 1Y | -34.9% | +103.0% | -137.9% | -44.3% |
| 3Y | -14.4% | +135.5% | -149.9% | -30.4% |
| 5Y | +17.9% | +368.5% | -350.6% | -9.8% |
| All | +17.9% | +370.3% | -352.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling