+556.6%
SNPS vs Z
-7.0%
+563.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +1.1% |
| 7D | -5.5% | -3.3% | -2.2% | -4.8% |
| 30D | -5.8% | -3.7% | -2.0% | -5.2% |
| 3M | -17.2% | -7.0% | -10.2% | -16.5% |
| 6M | -10.4% | -29.5% | +19.1% | -3.6% |
| YTD | -16.5% | -52.6% | +36.0% | -2.0% |
| 1Y | -35.6% | -64.0% | +28.4% | -19.5% |
| 3Y | -14.6% | -36.4% | +21.8% | -9.5% |
| 5Y | +16.5% | -65.8% | +82.2% | +32.0% |
| 10Y | +556.6% | -5.8% | +562.4% | +461.4% |
| All | +556.6% | -7.0% | +563.5% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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