+63.3%
SNPS vs S
-52.7%
+116.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.8% |
| 7D | -3.7% | -13.4% | +9.8% | +0.4% |
| 30D | -10.4% | -14.0% | +3.6% | -6.5% |
| 3M | +11.0% | +4.9% | +6.1% | +8.3% |
| 6M | -10.7% | +42.0% | -52.7% | -21.2% |
| YTD | -4.1% | +45.1% | -49.2% | -16.3% |
| 1Y | +13.7% | +33.1% | -19.4% | +1.1% |
| 3Y | -8.1% | +40.6% | -48.7% | -21.0% |
| 5Y | +32.2% | -67.5% | +99.7% | +43.7% |
| All | +63.3% | -52.7% | +116.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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