+5,680.3%
SNPS vs SYY
+2,951.4%
+2,728.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.1% | +0.3% | +0.7% | +1.0% |
| 30D | -5.2% | -4.8% | -0.4% | -4.1% |
| 3M | +10.6% | -7.1% | +17.6% | +12.4% |
| 6M | -10.6% | +6.8% | -17.4% | -12.9% |
| YTD | -3.1% | +7.7% | -10.8% | -6.8% |
| 1Y | +15.6% | +5.7% | +9.9% | +11.6% |
| 3Y | -12.9% | +24.6% | -37.5% | -20.9% |
| 5Y | +31.2% | +15.6% | +15.5% | +21.5% |
| 10Y | +663.4% | +87.9% | +575.4% | +465.6% |
| All | +5,680.3% | +2,951.4% | +2,728.9% | +1,783.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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