+673.5%
SNPS vs SBAC
+110.3%
+563.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +5.1% | -3.4% | +8.5% | +6.1% |
| 30D | -6.4% | +2.6% | -9.0% | -7.4% |
| 3M | +12.2% | +2.6% | +9.6% | +10.8% |
| 6M | -9.8% | -11.5% | +1.7% | -7.4% |
| YTD | -1.5% | -1.6% | +0.1% | -3.9% |
| 1Y | +16.0% | -5.1% | +21.1% | +14.5% |
| 3Y | -10.8% | -9.3% | -1.5% | -14.6% |
| 5Y | +33.3% | -41.0% | +74.3% | +55.3% |
| All | +673.5% | +110.3% | +563.2% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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