+691.2%
SNPS vs Z
-11.7%
+702.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.8% |
| 7D | +0.2% | -5.2% | +5.4% | +1.2% |
| 30D | -8.4% | +5.7% | -14.2% | -10.4% |
| 3M | +12.3% | -8.7% | +21.0% | +13.1% |
| 6M | -9.6% | -26.0% | +16.4% | -4.8% |
| YTD | -0.6% | -55.0% | +54.5% | +16.9% |
| 1Y | +18.7% | -58.0% | +76.7% | +41.5% |
| 3Y | -7.6% | -15.2% | +7.6% | -9.2% |
| 5Y | +34.1% | -53.8% | +87.9% | +43.5% |
| 10Y | +691.2% | -14.5% | +705.7% | +586.5% |
| All | +691.2% | -11.7% | +702.9% | +586.5% |
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