+1,204.5%
SNPS vs PSX
+1,139.4%
+65.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | +4.5% | -15.6% | -11.9% |
| 30D | -1.7% | +26.6% | -28.3% | -6.8% |
| 3M | -20.4% | +39.3% | -59.6% | -26.2% |
| 6M | -8.6% | +56.8% | -65.4% | -17.9% |
| YTD | -16.2% | +101.8% | -118.0% | -29.1% |
| 1Y | -34.6% | +99.6% | -134.2% | -44.6% |
| 3Y | -14.5% | +140.3% | -154.8% | -31.6% |
| 5Y | +17.0% | +339.3% | -322.3% | -20.0% |
| 10Y | +560.0% | +369.9% | +190.2% | +310.9% |
| All | +1,204.5% | +1,139.4% | +65.1% | +588.5% |
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