+186.7%
SNPS vs TXG
+16.0%
+170.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | +1.8% | -12.8% | -11.3% |
| 30D | -1.7% | +32.0% | -33.7% | -8.1% |
| 3M | -20.4% | +87.0% | -107.4% | -31.8% |
| 6M | -8.6% | +180.1% | -188.7% | -29.8% |
| YTD | -16.2% | +284.1% | -300.3% | -40.7% |
| 1Y | -34.6% | +361.7% | -396.3% | -56.0% |
| 3Y | -14.5% | +15.9% | -30.4% | -27.4% |
| 5Y | +17.0% | -66.2% | +83.2% | +20.6% |
| All | +186.7% | +16.0% | +170.6% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling