-0.3%
SNPS vs SN
+659.6%
-659.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.7% |
| 7D | -3.7% | +7.2% | -10.9% | -5.1% |
| 30D | -10.4% | +20.4% | -30.8% | -14.0% |
| 3M | +11.0% | +23.9% | -13.0% | +5.8% |
| 6M | -10.7% | +93.0% | -103.7% | -23.3% |
| YTD | -4.1% | +99.2% | -103.3% | -18.7% |
| 1Y | +13.7% | +142.6% | -128.9% | -7.7% |
| 3Y | -8.1% | +398.8% | -406.9% | -29.7% |
| All | -0.3% | +659.6% | -659.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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