+3,469.0%
SNPS vs SIRI
-17.9%
+3,486.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -5.5% | +4.3% | -9.8% | -5.8% |
| 30D | -5.8% | -2.8% | -2.9% | -5.5% |
| 3M | -17.2% | +5.9% | -23.1% | -17.7% |
| 6M | -10.4% | +31.9% | -42.3% | -12.6% |
| YTD | -16.5% | +48.7% | -65.2% | -19.6% |
| 1Y | -35.6% | +23.2% | -58.9% | -37.0% |
| 3Y | -14.6% | -23.9% | +9.3% | -14.2% |
| 5Y | +16.5% | -43.4% | +59.9% | +18.5% |
| 10Y | +556.6% | -13.6% | +570.2% | +544.8% |
| All | +3,469.0% | -17.9% | +3,486.9% | +2,678.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling