+4,567.7%
SNPS vs SPY
+3,091.8%
+1,476.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.0% |
| 7D | -11.0% | +0.1% | -11.1% | -11.1% |
| 30D | -1.7% | +0.1% | -1.8% | -1.6% |
| 3M | -20.4% | +2.0% | -22.3% | -21.8% |
| 6M | -8.6% | +13.0% | -21.6% | -19.1% |
| YTD | -16.2% | +13.5% | -29.7% | -25.9% |
| 1Y | -34.6% | +20.0% | -54.5% | -45.1% |
| 3Y | -14.5% | +77.2% | -91.7% | -50.3% |
| 5Y | +17.0% | +81.9% | -64.9% | -32.0% |
| 10Y | +560.0% | +314.1% | +246.0% | +78.8% |
| All | +4,567.7% | +3,091.8% | +1,476.0% | +30.8% |
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