+556.6%
SNPS vs SPY
+311.3%
+245.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.2% |
| 7D | -5.5% | +0.5% | -6.0% | -6.1% |
| 30D | -5.8% | -0.9% | -4.8% | -4.5% |
| 3M | -17.2% | +3.9% | -21.1% | -21.1% |
| 6M | -10.4% | +14.5% | -24.9% | -24.2% |
| YTD | -16.5% | +12.9% | -29.5% | -27.9% |
| 1Y | -35.6% | +19.4% | -55.0% | -47.9% |
| 3Y | -14.6% | +78.5% | -93.1% | -56.5% |
| 5Y | +16.5% | +81.8% | -65.3% | -40.5% |
| 10Y | +556.6% | +311.5% | +245.0% | +41.7% |
| All | +556.6% | +311.3% | +245.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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