+5,491.2%
SNPS vs SO
+4,989.8%
+501.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -12.8% | +9.2% | -22.1% | -14.7% |
| 3M | +9.9% | +1.1% | +8.8% | +9.4% |
| 6M | -12.4% | -1.1% | -11.3% | -12.5% |
| YTD | -6.3% | +9.7% | -15.9% | -8.9% |
| 1Y | +7.6% | +5.5% | +2.1% | +5.5% |
| 3Y | -9.8% | +47.0% | -56.8% | -19.8% |
| 5Y | +29.2% | +77.6% | -48.4% | +8.5% |
| 10Y | +663.8% | +181.0% | +482.8% | +467.2% |
| All | +5,491.2% | +4,989.8% | +501.5% | +2,361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling