+557.2%
SNPS vs RF
+347.6%
+209.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +1.3% | -12.3% | -11.3% |
| 30D | -1.7% | -3.6% | +1.9% | -0.8% |
| 3M | -20.4% | +8.1% | -28.4% | -22.1% |
| 6M | -8.6% | +11.5% | -20.1% | -11.5% |
| YTD | -16.2% | +15.6% | -31.7% | -19.7% |
| 1Y | -34.6% | +15.7% | -50.3% | -37.5% |
| 3Y | -14.5% | +86.9% | -101.4% | -28.9% |
| 5Y | +17.0% | +89.8% | -72.8% | -4.3% |
| All | +557.2% | +347.6% | +209.5% | +307.9% |
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