+660.9%
SNPS vs TXT
+89.4%
+571.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -5.2% | +13.3% | -18.5% | -9.5% |
| 3M | +10.6% | -5.0% | +15.5% | +12.1% |
| 6M | -10.6% | -8.4% | -2.2% | -8.6% |
| YTD | -3.1% | -4.0% | +0.9% | -3.5% |
| 1Y | +15.6% | +2.8% | +12.8% | +12.1% |
| 3Y | -12.9% | +10.3% | -23.2% | -18.4% |
| 5Y | +31.2% | +9.2% | +22.0% | +22.0% |
| All | +660.9% | +89.4% | +571.5% | +535.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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