-2.2%
SNPS vs Q
+68.3%
-70.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.5% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -5.2% | -2.7% | -2.5% | -4.5% |
| 3M | +10.6% | -16.9% | +27.5% | +15.8% |
| 6M | -10.6% | -26.9% | +16.2% | -4.3% |
| YTD | -3.1% | +45.2% | -48.3% | -14.3% |
| 1Y | +15.6% | +38.1% | -22.6% | +1.8% |
| All | -2.2% | +68.3% | -70.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling