+1,280.4%
SNPS vs SBAC
+2,208.1%
-927.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | -11.0% | -0.8% | -10.2% | -10.9% |
| 30D | -1.7% | +6.9% | -8.7% | -2.7% |
| 3M | -20.4% | -8.2% | -12.1% | -19.5% |
| 6M | -8.6% | -1.6% | -7.0% | -9.1% |
| YTD | -16.2% | -0.1% | -16.0% | -17.0% |
| 1Y | -34.6% | -0.5% | -34.1% | -35.3% |
| 3Y | -14.5% | -9.1% | -5.4% | -15.5% |
| 5Y | +17.0% | -43.8% | +60.8% | +24.0% |
| 10Y | +560.0% | +80.5% | +479.5% | +495.2% |
| All | +1,280.4% | +2,208.1% | -927.8% | +651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling