+572.5%
SNPS vs SPG
+64.5%
+508.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | -3.6% | -6.1% | +2.5% | -2.4% |
| 3M | -12.9% | -3.6% | -9.3% | -12.4% |
| 6M | -8.2% | +10.4% | -18.6% | -10.5% |
| YTD | -15.4% | +14.4% | -29.8% | -18.3% |
| 1Y | -9.3% | +16.5% | -25.8% | -12.9% |
| 3Y | -14.0% | +106.8% | -120.8% | -27.0% |
| 5Y | +19.5% | +108.9% | -89.4% | +0.9% |
| All | +572.5% | +64.5% | +508.0% | +535.9% |
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