+572.5%
SNPS vs SCHG
+459.0%
+113.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.9% |
| 7D | +0.9% | -1.0% | +1.9% | +2.1% |
| 30D | -3.6% | -1.3% | -2.4% | -2.0% |
| 3M | -12.9% | +5.4% | -18.4% | -18.0% |
| 6M | -8.2% | +14.4% | -22.6% | -21.2% |
| YTD | -15.4% | +8.0% | -23.4% | -22.1% |
| 1Y | -9.3% | +12.7% | -22.0% | -20.1% |
| 3Y | -14.0% | +85.6% | -99.6% | -55.7% |
| 5Y | +19.5% | +85.5% | -66.0% | -37.6% |
| All | +572.5% | +459.0% | +113.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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