+663.1%
SNPS vs RF
+279.4%
+383.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | -10.4% | +6.0% | -16.4% | -11.8% |
| 3M | +11.0% | -8.9% | +19.9% | +13.6% |
| 6M | -10.7% | +2.3% | -13.0% | -11.5% |
| YTD | -4.1% | +7.6% | -11.7% | -6.4% |
| 1Y | +13.7% | +21.2% | -7.5% | +7.4% |
| 3Y | -8.1% | +108.5% | -116.6% | -25.4% |
| 5Y | +32.2% | +43.2% | -11.0% | +15.8% |
| All | +663.1% | +279.4% | +383.7% | +455.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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