+673.5%
SNPS vs SO
+193.6%
+479.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | -6.4% | +4.9% | -11.4% | -7.6% |
| 3M | +12.2% | +0.8% | +11.4% | +11.8% |
| 6M | -9.8% | +0.6% | -10.4% | -10.3% |
| YTD | -1.5% | +8.7% | -10.1% | -4.5% |
| 1Y | +16.0% | +4.0% | +12.1% | +13.8% |
| 3Y | -10.8% | +50.6% | -61.4% | -24.4% |
| 5Y | +33.3% | +77.5% | -44.2% | +4.6% |
| All | +673.5% | +193.6% | +479.9% | +424.6% |
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