+795.6%
SNPS vs RUN
-30.6%
+826.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.7% | 0.0% |
| 7D | -0.2% | +3.2% | -3.4% | -0.8% |
| 30D | -8.0% | +19.5% | -27.5% | -10.4% |
| 3M | +12.5% | -9.6% | +22.0% | +13.0% |
| 6M | -10.5% | -37.3% | +26.8% | -6.7% |
| YTD | -1.6% | -50.7% | +49.1% | +3.5% |
| 1Y | +16.8% | -54.1% | +70.9% | +23.6% |
| 3Y | -10.9% | -3.9% | -7.0% | -26.4% |
| 5Y | +35.8% | -84.4% | +120.2% | +34.9% |
| 10Y | +675.0% | +77.5% | +597.5% | +471.8% |
| All | +795.6% | -30.6% | +826.1% | +576.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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