+556.6%
SNPS vs SAN
+338.5%
+218.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.5% | +3.3% | -8.8% | -6.3% |
| 30D | -5.8% | +1.1% | -6.8% | -6.1% |
| 3M | -17.2% | +22.2% | -39.4% | -21.6% |
| 6M | -10.4% | +36.0% | -46.4% | -17.7% |
| YTD | -16.5% | +28.2% | -44.8% | -22.4% |
| 1Y | -35.6% | +54.1% | -89.8% | -43.1% |
| 3Y | -14.6% | +354.2% | -368.9% | -43.6% |
| 5Y | +16.5% | +387.3% | -370.8% | -26.6% |
| 10Y | +556.6% | +334.8% | +221.7% | +308.4% |
| All | +556.6% | +338.5% | +218.0% | +308.4% |
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