+1,407.8%
SNPS vs PSX
+1,187.1%
+220.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +1.1% | +7.8% | -6.8% | -0.5% |
| 30D | -5.2% | -10.9% | +5.7% | -3.0% |
| 3M | +10.6% | +14.5% | -3.9% | +6.9% |
| 6M | -10.6% | +56.1% | -66.7% | -19.6% |
| YTD | -3.1% | +109.6% | -112.7% | -18.9% |
| 1Y | +15.6% | +95.5% | -80.0% | -1.9% |
| 3Y | -12.9% | +156.2% | -169.1% | -31.4% |
| 5Y | +31.2% | +310.0% | -278.8% | -8.8% |
| 10Y | +663.4% | +368.0% | +295.3% | +374.7% |
| All | +1,407.8% | +1,187.1% | +220.7% | +686.8% |
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 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