+4,901.1%
SNPS vs USB
+6,163.8%
-1,262.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | +1.4% | -12.5% | -11.4% |
| 30D | -1.7% | -1.3% | -0.4% | -1.4% |
| 3M | -20.4% | +15.2% | -35.6% | -23.5% |
| 6M | -8.6% | +18.8% | -27.4% | -13.0% |
| YTD | -16.2% | +21.0% | -37.2% | -20.7% |
| 1Y | -34.6% | +34.0% | -68.6% | -39.8% |
| 3Y | -14.5% | +95.3% | -109.8% | -29.7% |
| 5Y | +17.0% | +40.4% | -23.4% | +3.0% |
| 10Y | +560.0% | +107.3% | +452.7% | +400.8% |
| All | +4,901.1% | +6,163.8% | -1,262.7% | +2,201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 all: compounded portfolio wealth divided by compounded USB 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…
all analysis · Full analysis span regression · 6 months rolling