+1,536.7%
SNPS vs SBAC
+2,219.2%
-682.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +0.2% | +3.0% | -2.8% | -0.3% |
| 30D | -8.4% | +4.3% | -12.7% | -9.1% |
| 3M | +12.3% | +4.1% | +8.1% | +11.3% |
| 6M | -9.6% | -11.6% | +2.0% | -8.5% |
| YTD | -0.6% | +0.4% | -1.0% | -1.9% |
| 1Y | +18.7% | -1.1% | +19.8% | +17.4% |
| 3Y | -7.6% | -7.3% | -0.3% | -9.0% |
| 5Y | +34.1% | -40.8% | +74.9% | +40.8% |
| 10Y | +691.2% | +103.0% | +588.3% | +601.4% |
| All | +1,536.7% | +2,219.2% | -682.5% | +788.9% |
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