+5,434.5%
SNPS vs SPY
+3,027.0%
+2,407.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -8.4% | -3.3% | -5.1% | -5.0% |
| 3M | +12.3% | -2.4% | +14.7% | +15.6% |
| 6M | -9.6% | +2.6% | -12.1% | -11.6% |
| YTD | -0.6% | +11.2% | -11.8% | -10.0% |
| 1Y | +18.7% | +13.4% | +5.3% | +5.4% |
| 3Y | -7.6% | +79.9% | -87.5% | -47.0% |
| 5Y | +34.1% | +72.2% | -38.1% | -17.6% |
| 10Y | +691.2% | +307.3% | +383.9% | +118.6% |
| All | +5,434.5% | +3,027.0% | +2,407.5% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling