+691.2%
SNPS vs TXT
+115.3%
+575.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.9% |
| 7D | +0.2% | -3.5% | +3.7% | +1.5% |
| 30D | -8.4% | +15.2% | -23.6% | -13.1% |
| 3M | +12.3% | -4.5% | +16.7% | +13.6% |
| 6M | -9.6% | -6.1% | -3.5% | -8.3% |
| YTD | -0.6% | -2.0% | +1.4% | -1.7% |
| 1Y | +18.7% | +4.2% | +14.5% | +14.6% |
| 3Y | -7.6% | +14.4% | -22.0% | -14.4% |
| 5Y | +34.1% | +12.3% | +21.8% | +23.5% |
| 10Y | +691.2% | +101.8% | +589.4% | +569.4% |
| All | +691.2% | +115.3% | +575.9% | +569.4% |
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