+409.3%
SNPS vs REPL
+39.1%
+370.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.6% |
| 7D | +0.2% | +14.2% | -14.0% | -0.2% |
| 30D | -8.4% | +65.9% | -74.3% | -10.0% |
| 3M | +12.3% | +84.6% | -72.3% | +9.9% |
| 6M | -9.6% | +446.9% | -456.5% | -16.5% |
| YTD | -0.6% | +129.0% | -129.6% | -7.3% |
| 1Y | +18.7% | +167.9% | -149.2% | +9.8% |
| 3Y | -7.6% | +93.9% | -101.5% | -25.8% |
| 5Y | +34.1% | -33.0% | +67.1% | +17.3% |
| All | +409.3% | +39.1% | +370.2% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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