+556.6%
SNPS vs SAP
+173.6%
+382.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -5.8% | +2.6% | -8.3% | -7.1% |
| 3M | -17.2% | +16.3% | -33.5% | -25.2% |
| 6M | -10.4% | +6.4% | -16.8% | -15.2% |
| YTD | -16.5% | -11.4% | -5.1% | -12.5% |
| 1Y | -35.6% | -20.4% | -15.2% | -26.9% |
| 3Y | -14.6% | +56.5% | -71.1% | -36.1% |
| 5Y | +16.5% | +56.8% | -40.3% | -15.2% |
| 10Y | +556.6% | +176.2% | +380.4% | +226.2% |
| All | +556.6% | +173.6% | +382.9% | +226.2% |
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