+645.9%
SNPS vs SW
+185.4%
+460.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -10.2% | +4.7% | -14.8% | -10.7% |
| 30D | -12.8% | +5.0% | -17.8% | -13.4% |
| 3M | +9.9% | -7.3% | +17.2% | +10.7% |
| 6M | -12.4% | +15.0% | -27.4% | -14.4% |
| YTD | -6.3% | +18.5% | -24.8% | -9.1% |
| 1Y | +7.6% | +27.1% | -19.5% | +3.4% |
| 3Y | -9.8% | +49.3% | -59.1% | -14.4% |
| 5Y | +29.2% | -1.6% | +30.9% | +24.3% |
| All | +645.9% | +185.4% | +460.5% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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