+649.9%
SNPS vs XYZ
+638.9%
+11.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -11.0% | -1.0% | -10.0% | -10.8% |
| 30D | -1.7% | -1.7% | 0.0% | -1.4% |
| 3M | -20.4% | +16.7% | -37.1% | -24.1% |
| 6M | -8.6% | +26.9% | -35.5% | -15.2% |
| YTD | -16.2% | +27.1% | -43.3% | -22.9% |
| 1Y | -34.6% | +9.3% | -43.8% | -37.3% |
| 3Y | -14.5% | +42.3% | -56.7% | -28.1% |
| 5Y | +17.0% | -69.3% | +86.3% | +37.0% |
| 10Y | +560.0% | +586.8% | -26.8% | +328.0% |
| All | +649.9% | +638.9% | +11.0% | +363.9% |
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