+663.1%
SNPS vs SO
+177.2%
+485.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | -10.4% | +8.1% | -18.5% | -12.2% |
| 3M | +11.0% | +0.2% | +10.7% | +10.7% |
| 6M | -10.7% | +0.4% | -11.1% | -11.2% |
| YTD | -4.1% | +8.5% | -12.6% | -7.0% |
| 1Y | +13.7% | +4.9% | +8.8% | +11.2% |
| 3Y | -8.1% | +47.9% | -56.0% | -21.5% |
| 5Y | +32.2% | +75.7% | -43.5% | +4.1% |
| All | +663.1% | +177.2% | +485.9% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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