+572.5%
SNPS vs XYZ
+610.4%
-37.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -4.3% | +5.2% | +2.2% |
| 30D | -3.6% | +1.2% | -4.8% | -4.0% |
| 3M | -12.9% | +14.6% | -27.6% | -16.8% |
| 6M | -8.2% | +22.6% | -30.8% | -14.4% |
| YTD | -15.4% | +21.7% | -37.1% | -21.6% |
| 1Y | -9.3% | +6.7% | -16.0% | -13.0% |
| 3Y | -14.0% | +46.8% | -60.8% | -29.4% |
| 5Y | +19.5% | -68.0% | +87.6% | +41.3% |
| All | +572.5% | +610.4% | -37.9% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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