+684.5%
SNPS vs UL
+106.3%
+578.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | -9.8% | +6.8% | -16.6% | -11.6% |
| 3M | +11.7% | +5.7% | +6.0% | +9.6% |
| 6M | -10.9% | +15.9% | -26.8% | -15.4% |
| YTD | -2.1% | +4.3% | -6.3% | -4.6% |
| 1Y | +14.8% | -0.4% | +15.2% | +13.3% |
| 3Y | -11.3% | +35.0% | -46.3% | -23.4% |
| 5Y | +36.2% | +31.6% | +4.6% | +16.7% |
| 10Y | +684.5% | +104.6% | +579.9% | +514.5% |
| All | +684.5% | +106.3% | +578.2% | +514.5% |
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