+1,471.6%
SNPS vs SW
+755.0%
+716.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.5% |
| 7D | -11.0% | -5.1% | -5.9% | -10.7% |
| 30D | -1.7% | -4.6% | +2.8% | -1.5% |
| 3M | -20.4% | +9.4% | -29.7% | -20.9% |
| 6M | -8.6% | +3.5% | -12.1% | -9.1% |
| YTD | -16.2% | +22.0% | -38.2% | -17.5% |
| 1Y | -34.6% | +2.2% | -36.8% | -35.0% |
| 3Y | -14.5% | +19.6% | -34.1% | -15.9% |
| 5Y | +17.0% | -2.3% | +19.3% | +14.6% |
| 10Y | +560.0% | +181.4% | +378.7% | +524.5% |
| All | +1,471.6% | +755.0% | +716.6% | +1,371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling