+556.6%
SNPS vs SBAC
+76.8%
+479.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -5.8% | +3.2% | -9.0% | -6.7% |
| 3M | -17.2% | -5.1% | -12.2% | -16.2% |
| 6M | -10.4% | -2.1% | -8.3% | -11.5% |
| YTD | -16.5% | -0.5% | -16.0% | -18.5% |
| 1Y | -35.6% | +1.1% | -36.8% | -37.8% |
| 3Y | -14.6% | -7.4% | -7.2% | -18.9% |
| 5Y | +16.5% | -44.3% | +60.8% | +40.1% |
| 10Y | +556.6% | +77.6% | +479.0% | +409.4% |
| All | +556.6% | +76.8% | +479.8% | +409.4% |
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