+4,878.2%
SNPS vs SU
+377,219.5%
-372,341.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -5.5% | -1.0% | -4.5% | -5.5% |
| 30D | -5.8% | +13.7% | -19.4% | -5.8% |
| 3M | -17.2% | +8.0% | -25.2% | -17.2% |
| 6M | -10.4% | +21.0% | -31.4% | -10.4% |
| YTD | -16.5% | +56.2% | -72.8% | -16.6% |
| 1Y | -35.6% | +72.2% | -107.8% | -35.7% |
| 3Y | -14.6% | +118.1% | -132.7% | -14.7% |
| 5Y | +16.5% | +350.3% | -333.9% | +16.2% |
| 10Y | +556.6% | +248.5% | +308.1% | +555.0% |
| All | +4,878.2% | +377,219.5% | -372,341.3% | +4,721.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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