+691.2%
SNPS vs SPG
+117.3%
+573.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.2% |
| 7D | +0.2% | +5.1% | -4.9% | -0.8% |
| 30D | -8.4% | +16.8% | -25.3% | -11.4% |
| 3M | +12.3% | +5.7% | +6.6% | +10.8% |
| 6M | -9.6% | +17.8% | -27.4% | -13.0% |
| YTD | -0.6% | +30.1% | -30.7% | -6.6% |
| 1Y | +18.7% | +32.8% | -14.1% | +10.9% |
| 3Y | -7.6% | +137.2% | -144.8% | -23.7% |
| 5Y | +34.1% | +81.5% | -47.4% | +14.7% |
| 10Y | +691.2% | +116.5% | +574.7% | +583.0% |
| All | +691.2% | +117.3% | +573.9% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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