+65.1%
SNPS vs S
-51.7%
+116.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.1% | +2.0% | -0.9% | +0.3% |
| 30D | -5.2% | -2.7% | -2.4% | -4.7% |
| 3M | +10.6% | -6.9% | +17.4% | +11.7% |
| 6M | -10.6% | +38.1% | -48.7% | -20.5% |
| YTD | -3.1% | +48.0% | -51.1% | -16.0% |
| 1Y | +15.6% | +34.5% | -18.9% | +2.4% |
| 3Y | -12.9% | +38.3% | -51.3% | -25.0% |
| 5Y | +31.2% | -70.9% | +102.1% | +44.3% |
| All | +65.1% | -51.7% | +116.8% | +73.0% |
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