+5,778.7%
SNPS vs USB
+5,989.1%
-210.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -3.9% | +2.4% | -6.3% | -4.5% |
| 30D | -5.2% | +6.6% | -11.8% | -6.9% |
| 3M | +14.6% | -4.1% | +18.7% | +15.7% |
| 6M | -6.9% | +12.5% | -19.4% | -10.2% |
| YTD | -1.4% | +17.6% | -19.1% | -6.3% |
| 1Y | +11.2% | +36.5% | -25.3% | +1.6% |
| 3Y | -5.1% | +95.4% | -100.5% | -21.9% |
| 5Y | +35.5% | +26.1% | +9.3% | +22.7% |
| 10Y | +703.0% | +101.3% | +601.8% | +513.0% |
| All | +5,778.7% | +5,989.1% | -210.4% | +2,620.8% |
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