+5,768.2%
SNPS vs WY
+419.8%
+5,348.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.2% | -5.1% | +4.9% | +1.5% |
| 30D | -8.0% | +9.0% | -17.1% | -11.0% |
| 3M | +12.5% | -16.7% | +29.2% | +18.2% |
| 6M | -10.5% | -10.3% | -0.2% | -8.6% |
| YTD | -1.6% | -10.5% | +8.9% | -0.1% |
| 1Y | +16.8% | -5.9% | +22.7% | +16.4% |
| 3Y | -10.9% | -24.7% | +13.8% | -5.8% |
| 5Y | +35.8% | -31.5% | +67.3% | +48.2% |
| 10Y | +675.0% | +4.7% | +670.3% | +592.0% |
| All | +5,768.2% | +419.8% | +5,348.4% | +2,504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling