+660.9%
SNPS vs UL
+109.3%
+551.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.1% | +1.1% | -0.1% | +0.8% |
| 30D | -5.2% | +4.5% | -9.7% | -6.5% |
| 3M | +10.6% | +6.5% | +4.1% | +8.3% |
| 6M | -10.6% | +18.2% | -28.8% | -15.6% |
| YTD | -3.1% | +4.7% | -7.8% | -5.7% |
| 1Y | +15.6% | +0.8% | +14.8% | +13.7% |
| 3Y | -12.9% | +35.9% | -48.8% | -24.9% |
| 5Y | +31.2% | +33.4% | -2.2% | +11.8% |
| All | +660.9% | +109.3% | +551.6% | +486.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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