+572.5%
SNPS vs SIRI
-10.2%
+582.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | -3.6% | +2.5% | -6.1% | -4.2% |
| 3M | -12.9% | +6.6% | -19.5% | -14.5% |
| 6M | -8.2% | +32.9% | -41.1% | -15.0% |
| YTD | -15.4% | +50.5% | -65.9% | -24.5% |
| 1Y | -9.3% | +28.0% | -37.3% | -15.9% |
| 3Y | -14.0% | -22.4% | +8.5% | -14.0% |
| 5Y | +19.5% | -41.3% | +60.8% | +23.4% |
| All | +572.5% | -10.2% | +582.7% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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