+41.6%
SNPS vs VSXY
+37.4%
+4.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.7% |
| 7D | -11.0% | -14.0% | +3.0% | -9.4% |
| 30D | -1.7% | -15.9% | +14.2% | +0.2% |
| 3M | -20.4% | +3.4% | -23.7% | -21.2% |
| 6M | -8.6% | +25.9% | -34.5% | -13.4% |
| YTD | -16.2% | +39.5% | -55.6% | -22.0% |
| 1Y | -34.6% | +194.4% | -228.9% | -45.5% |
| 3Y | -14.5% | +281.4% | -295.9% | -34.9% |
| 5Y | +17.0% | +12.8% | +4.2% | 0.0% |
| All | +41.6% | +37.4% | +4.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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