+660.9%
SNPS vs SAN
+270.1%
+390.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +1.1% | +4.0% | -3.0% | 0.0% |
| 30D | -5.2% | -7.8% | +2.7% | -3.4% |
| 3M | +10.6% | -16.4% | +26.9% | +15.2% |
| 6M | -10.6% | +3.5% | -14.1% | -12.2% |
| YTD | -3.1% | +6.7% | -9.8% | -6.0% |
| 1Y | +15.6% | +14.5% | +1.1% | +10.0% |
| 3Y | -12.9% | +243.5% | -256.5% | -38.4% |
| 5Y | +31.2% | +296.2% | -265.0% | -13.2% |
| All | +660.9% | +270.1% | +390.8% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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