+2,887.4%
SNPS vs VRSN
+7,159.8%
-4,272.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.2% | -1.2% | +1.1% | +0.1% |
| 30D | -8.0% | +3.8% | -11.8% | -8.9% |
| 3M | +12.5% | +9.5% | +2.9% | +9.9% |
| 6M | -10.5% | +10.3% | -20.7% | -13.1% |
| YTD | -1.6% | +30.5% | -32.1% | -8.9% |
| 1Y | +16.8% | +27.9% | -11.1% | +8.7% |
| 3Y | -10.9% | +54.3% | -65.2% | -21.6% |
| 5Y | +35.8% | +37.2% | -1.4% | +23.7% |
| 10Y | +675.0% | +293.1% | +381.9% | +463.1% |
| All | +2,887.4% | +7,159.8% | -4,272.3% | +787.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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