+2,336.2%
SNPS vs SPXU
-100.0%
+2,436.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.1% |
| 7D | -0.6% | +0.5% | -1.1% | +0.2% |
| 30D | -9.8% | +10.9% | -20.7% | -5.3% |
| 3M | +11.7% | +9.6% | +2.1% | +17.5% |
| 6M | -10.9% | -4.7% | -6.3% | -10.2% |
| YTD | -2.1% | -24.6% | +22.5% | -7.6% |
| 1Y | +14.8% | -24.7% | +39.5% | +8.7% |
| 3Y | -11.3% | -80.0% | +68.7% | -40.2% |
| 5Y | +36.2% | -83.5% | +119.7% | +3.4% |
| 10Y | +684.5% | -99.5% | +784.0% | +187.5% |
| All | +2,336.2% | -100.0% | +2,436.2% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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