+2,350.7%
SNPS vs SPXU
-100.0%
+2,450.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.5% |
| 7D | +5.1% | -9.4% | +14.4% | +1.5% |
| 30D | -6.4% | +7.4% | -13.9% | -2.8% |
| 3M | +12.2% | +6.2% | +6.1% | +16.6% |
| 6M | -9.8% | -7.2% | -2.6% | -10.0% |
| YTD | -1.5% | -26.8% | +25.3% | -8.1% |
| 1Y | +16.0% | -26.3% | +42.3% | +9.1% |
| 3Y | -10.8% | -80.6% | +69.8% | -40.4% |
| 5Y | +33.3% | -83.6% | +116.9% | +0.9% |
| 10Y | +675.9% | -99.5% | +775.4% | +180.8% |
| All | +2,350.7% | -100.0% | +2,450.7% | +268.1% |
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