+691.2%
SNPS vs SAP
+228.4%
+462.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.7% |
| 7D | +0.2% | +1.6% | -1.4% | -1.0% |
| 30D | -8.4% | +10.5% | -19.0% | -14.2% |
| 3M | +12.3% | +15.2% | -2.9% | +2.4% |
| 6M | -9.6% | +36.7% | -46.3% | -27.1% |
| YTD | -0.6% | -0.6% | 0.0% | -3.5% |
| 1Y | +18.7% | -4.1% | +22.8% | +17.9% |
| 3Y | -7.6% | +73.2% | -80.8% | -35.3% |
| 5Y | +34.1% | +74.1% | -40.0% | -8.9% |
| 10Y | +691.2% | +222.9% | +468.3% | +258.7% |
| All | +691.2% | +228.4% | +462.9% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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