+572.5%
SNPS vs TTWO
+406.5%
+166.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -3.6% | -11.3% | +7.7% | +0.8% |
| 3M | -12.9% | +1.6% | -14.5% | -14.2% |
| 6M | -8.2% | +2.1% | -10.3% | -10.1% |
| YTD | -15.4% | -15.8% | +0.4% | -10.8% |
| 1Y | -9.3% | -12.6% | +3.3% | -6.0% |
| 3Y | -14.0% | +48.2% | -62.2% | -28.4% |
| 5Y | +19.5% | +40.0% | -20.5% | -1.6% |
| All | +572.5% | +406.5% | +166.0% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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