+1,066.9%
SNPS vs SGI
+2,083.6%
-1,016.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -11.0% | +8.5% | -19.6% | -12.4% |
| 30D | -1.7% | +0.7% | -2.4% | -2.0% |
| 3M | -20.4% | +0.6% | -21.0% | -20.7% |
| 6M | -8.6% | -17.9% | +9.3% | -6.1% |
| YTD | -16.2% | -21.2% | +5.0% | -13.4% |
| 1Y | -34.6% | -18.9% | -15.7% | -33.0% |
| 3Y | -14.5% | +52.6% | -67.1% | -22.4% |
| 5Y | +17.0% | +60.7% | -43.7% | +3.2% |
| 10Y | +560.0% | +278.1% | +281.9% | +369.6% |
| All | +1,066.9% | +2,083.6% | -1,016.6% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling