+572.5%
SNPS vs WY
+7.6%
+564.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | -4.2% | +5.1% | +2.5% |
| 30D | -3.6% | -10.1% | +6.5% | +0.2% |
| 3M | -12.9% | -8.5% | -4.4% | -10.4% |
| 6M | -8.2% | -3.3% | -4.9% | -8.0% |
| YTD | -15.4% | -4.4% | -11.0% | -15.4% |
| 1Y | -9.3% | -11.5% | +2.2% | -6.7% |
| 3Y | -14.0% | -24.3% | +10.4% | -7.6% |
| 5Y | +19.5% | -21.3% | +40.8% | +26.3% |
| All | +572.5% | +7.6% | +564.9% | +488.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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