+770.5%
SNPS vs Z
+9.5%
+761.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.6% | +5.8% | -2.5% |
| 7D | -10.2% | -2.3% | -7.9% | -9.9% |
| 30D | -12.8% | +9.4% | -22.2% | -15.4% |
| 3M | +9.9% | -16.1% | +25.9% | +12.7% |
| 6M | -12.4% | -30.4% | +18.1% | -6.6% |
| YTD | -6.3% | -55.6% | +49.3% | +9.9% |
| 1Y | +7.6% | -58.5% | +66.2% | +27.9% |
| 3Y | -9.8% | -19.6% | +9.9% | -10.1% |
| 5Y | +29.2% | -54.1% | +83.4% | +38.3% |
| 10Y | +663.8% | -12.1% | +675.8% | +573.5% |
| All | +770.5% | +9.5% | +761.0% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling