+4,901.1%
SNPS vs RF
+853.2%
+4,047.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -20.4% | +8.1% | -28.4% | -21.7% |
| 6M | -8.6% | +11.5% | -20.1% | -10.8% |
| YTD | -16.2% | +15.6% | -31.7% | -18.8% |
| 1Y | -34.6% | +15.7% | -50.3% | -36.8% |
| 3Y | -14.5% | +86.9% | -101.4% | -25.7% |
| 5Y | +17.0% | +89.8% | -72.8% | +0.1% |
| 10Y | +560.0% | +344.7% | +215.3% | +351.2% |
| All | +4,901.1% | +853.2% | +4,047.9% | +1,905.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling