+1,647.0%
SNPS vs SCHG
+1,135.4%
+511.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.4% |
| 7D | -5.5% | -0.1% | -5.4% | -5.4% |
| 30D | -5.8% | -1.5% | -4.3% | -4.0% |
| 3M | -17.2% | +4.4% | -21.6% | -20.8% |
| 6M | -10.4% | +15.7% | -26.1% | -22.9% |
| YTD | -16.5% | +8.3% | -24.8% | -22.7% |
| 1Y | -35.6% | +14.2% | -49.9% | -43.4% |
| 3Y | -14.6% | +88.3% | -102.9% | -53.9% |
| 5Y | +16.5% | +83.5% | -67.0% | -34.7% |
| 10Y | +556.6% | +444.2% | +112.4% | +42.2% |
| All | +1,647.0% | +1,135.4% | +511.6% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling