+1,423.5%
SNPS vs PSX
+1,118.1%
+305.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -0.6% | -7.8% | +7.2% | +1.1% |
| 30D | -9.8% | -9.9% | +0.1% | -8.0% |
| 3M | +11.7% | +16.9% | -5.2% | +7.5% |
| 6M | -10.9% | +48.0% | -58.9% | -19.0% |
| YTD | -2.1% | +98.3% | -100.4% | -17.1% |
| 1Y | +14.8% | +86.2% | -71.4% | -1.6% |
| 3Y | -11.3% | +144.0% | -155.3% | -29.5% |
| 5Y | +36.2% | +287.7% | -251.5% | -4.2% |
| 10Y | +684.5% | +338.3% | +346.2% | +394.7% |
| All | +1,423.5% | +1,118.1% | +305.4% | +704.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling