+182.1%
SNPS vs SITM
+4,789.7%
-4,607.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -1.1% |
| 7D | +0.9% | +3.9% | -3.0% | 0.0% |
| 30D | -3.6% | -6.6% | +3.0% | -2.6% |
| 3M | -12.9% | -11.9% | -1.0% | -12.5% |
| 6M | -8.2% | +81.1% | -89.4% | -23.2% |
| YTD | -15.4% | +80.0% | -95.4% | -30.0% |
| 1Y | -9.3% | +145.8% | -155.1% | -31.2% |
| 3Y | -14.0% | +475.9% | -489.8% | -50.4% |
| 5Y | +19.5% | +189.2% | -169.7% | -27.4% |
| All | +182.1% | +4,789.7% | -4,607.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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