+3,606.7%
SNPS vs SPG
+5,256.9%
-1,650.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -11.0% | -2.4% | -8.6% | -10.5% |
| 30D | -1.7% | -6.8% | +5.1% | -0.1% |
| 3M | -20.4% | +2.7% | -23.0% | -21.1% |
| 6M | -8.6% | +5.5% | -14.1% | -10.2% |
| YTD | -16.2% | +15.7% | -31.9% | -19.7% |
| 1Y | -34.6% | +20.9% | -55.4% | -38.0% |
| 3Y | -14.5% | +112.4% | -126.8% | -30.0% |
| 5Y | +17.0% | +101.4% | -84.4% | -3.5% |
| 10Y | +560.0% | +60.6% | +499.4% | +426.0% |
| All | +3,606.7% | +5,256.9% | -1,650.2% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling