+572.5%
SNPS vs TDY
+479.2%
+93.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.6% |
| 7D | +0.9% | -1.1% | +2.0% | +1.5% |
| 30D | -3.6% | -12.0% | +8.4% | +2.7% |
| 3M | -12.9% | -3.2% | -9.7% | -11.8% |
| 6M | -8.2% | -7.9% | -0.4% | -5.0% |
| YTD | -15.4% | +18.2% | -33.6% | -23.5% |
| 1Y | -9.3% | +6.7% | -16.0% | -13.5% |
| 3Y | -14.0% | +47.5% | -61.5% | -30.7% |
| 5Y | +19.5% | +39.5% | -20.0% | -1.5% |
| All | +572.5% | +479.2% | +93.3% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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