+574.2%
SNPS vs SGI
+263.3%
+311.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | -4.5% | +5.5% | -10.0% | -5.9% |
| 3M | -15.5% | -3.6% | -11.9% | -15.2% |
| 6M | -10.1% | -15.0% | +5.0% | -7.5% |
| YTD | -16.3% | -23.0% | +6.7% | -12.0% |
| 1Y | -34.9% | -18.4% | -16.5% | -32.9% |
| 3Y | -14.4% | +57.8% | -72.1% | -25.9% |
| 5Y | +17.9% | +51.5% | -33.6% | -0.8% |
| 10Y | +574.2% | +275.2% | +299.1% | +330.8% |
| All | +574.2% | +263.3% | +311.0% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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