+1,443.3%
SNPS vs SBAC
+2,252.5%
-809.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.7% |
| 7D | -10.2% | +4.4% | -14.6% | -10.8% |
| 30D | -12.8% | +13.8% | -26.6% | -14.6% |
| 3M | +9.9% | +9.0% | +0.9% | +8.2% |
| 6M | -12.4% | -10.0% | -2.4% | -11.5% |
| YTD | -6.3% | +1.8% | -8.1% | -7.6% |
| 1Y | +7.6% | +1.1% | +6.5% | +6.1% |
| 3Y | -9.8% | -9.5% | -0.2% | -10.8% |
| 5Y | +29.2% | -39.0% | +68.2% | +35.1% |
| 10Y | +663.8% | +101.1% | +562.6% | +577.6% |
| All | +1,443.3% | +2,252.5% | -809.2% | +736.5% |
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