+766.7%
SNPS vs XYZ
+655.2%
+111.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.4% |
| 7D | +1.1% | -1.1% | +2.1% | +1.3% |
| 30D | -5.2% | +11.5% | -16.7% | -8.6% |
| 3M | +10.6% | +1.8% | +8.8% | +9.4% |
| 6M | -10.6% | +21.2% | -31.8% | -16.5% |
| YTD | -3.1% | +29.9% | -33.0% | -12.0% |
| 1Y | +15.6% | +35.8% | -20.2% | +3.3% |
| 3Y | -12.9% | +62.6% | -75.5% | -29.6% |
| 5Y | +31.2% | -62.8% | +94.0% | +45.1% |
| 10Y | +663.4% | +612.0% | +51.4% | +388.8% |
| All | +766.7% | +655.2% | +111.5% | +429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling