+675.0%
SNPS vs TPR
+378.8%
+296.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -0.2% | +6.4% | -6.6% | -1.8% |
| 30D | -8.0% | +13.8% | -21.8% | -11.0% |
| 3M | +12.5% | -16.6% | +29.1% | +16.3% |
| 6M | -10.5% | +0.7% | -11.1% | -11.9% |
| YTD | -1.6% | +5.3% | -7.0% | -5.0% |
| 1Y | +16.8% | +32.4% | -15.5% | +6.5% |
| 3Y | -10.9% | +406.4% | -417.3% | -42.3% |
| 5Y | +35.8% | +227.9% | -192.1% | -5.6% |
| 10Y | +675.0% | +371.7% | +303.3% | +353.2% |
| All | +675.0% | +378.8% | +296.1% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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