+556.6%
SNPS vs TXT
+98.4%
+458.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -5.8% | -11.1% | +5.3% | -1.8% |
| 3M | -17.2% | -13.0% | -4.2% | -13.4% |
| 6M | -10.4% | -16.2% | +5.8% | -5.4% |
| YTD | -16.5% | -8.7% | -7.8% | -15.1% |
| 1Y | -35.6% | -3.8% | -31.9% | -35.8% |
| 3Y | -14.6% | +5.5% | -20.1% | -18.4% |
| 5Y | +16.5% | +12.3% | +4.2% | +8.2% |
| 10Y | +556.6% | +97.4% | +459.2% | +398.3% |
| All | +556.6% | +98.4% | +458.1% | +398.3% |
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