+5,491.2%
SNPS vs SAN
+1,879.2%
+3,612.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -10.2% | +3.5% | -13.7% | -11.1% |
| 30D | -12.8% | -13.2% | +0.4% | -9.5% |
| 3M | +9.9% | -16.9% | +26.8% | +15.1% |
| 6M | -12.4% | +2.3% | -14.7% | -13.7% |
| YTD | -6.3% | +4.9% | -11.2% | -8.8% |
| 1Y | +7.6% | +20.4% | -12.8% | +0.7% |
| 3Y | -9.8% | +243.2% | -253.0% | -38.2% |
| 5Y | +29.2% | +275.3% | -246.1% | -15.9% |
| 10Y | +663.8% | +254.0% | +409.8% | +368.3% |
| All | +5,491.2% | +1,879.2% | +3,612.1% | +1,784.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling