+17.9%
SNPS vs TXG
-63.6%
+81.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | -5.5% | +9.1% | -14.6% | -7.3% |
| 30D | -4.5% | +14.9% | -19.4% | -7.5% |
| 3M | -15.5% | +120.0% | -135.5% | -30.1% |
| 6M | -10.1% | +221.8% | -231.9% | -32.9% |
| YTD | -16.3% | +312.6% | -328.9% | -41.7% |
| 1Y | -34.9% | +398.4% | -433.4% | -57.1% |
| 3Y | -14.4% | +42.1% | -56.4% | -30.5% |
| 5Y | +17.9% | -63.5% | +81.3% | +19.1% |
| All | +17.9% | -63.6% | +81.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling