+4,901.1%
SNPS vs SAN
+2,330.2%
+2,570.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -11.0% | +1.8% | -12.8% | -11.4% |
| 30D | -1.7% | +2.0% | -3.7% | -2.3% |
| 3M | -20.4% | +19.7% | -40.1% | -24.5% |
| 6M | -8.6% | +30.6% | -39.2% | -15.7% |
| YTD | -16.2% | +28.8% | -45.0% | -22.6% |
| 1Y | -34.6% | +57.8% | -92.3% | -43.1% |
| 3Y | -14.5% | +338.1% | -352.6% | -45.1% |
| 5Y | +17.0% | +384.2% | -367.2% | -29.0% |
| 10Y | +560.0% | +353.1% | +206.9% | +278.7% |
| All | +4,901.1% | +2,330.2% | +2,570.9% | +1,499.2% |
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