+357.8%
SNPS vs USHY
+49.7%
+308.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.7% | +1.6% | +2.4% |
| 30D | -3.6% | -0.7% | -2.9% | -2.2% |
| 3M | -12.9% | +0.1% | -13.0% | -13.0% |
| 6M | -8.2% | +1.8% | -10.0% | -11.2% |
| YTD | -15.4% | +1.8% | -17.2% | -18.1% |
| 1Y | -9.3% | +3.3% | -12.6% | -14.7% |
| 3Y | -14.0% | +27.0% | -40.9% | -45.6% |
| 5Y | +19.5% | +21.0% | -1.5% | -14.5% |
| All | +357.8% | +49.7% | +308.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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