+334.3%
SPGI vs SNPS
+702.6%
-368.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.5% |
| 7D | -0.9% | +0.2% | -1.0% | -1.0% |
| 30D | +15.5% | -8.4% | +23.9% | +18.4% |
| 3M | +15.7% | +12.3% | +3.4% | +9.2% |
| 6M | +19.1% | -9.6% | +28.7% | +20.2% |
| YTD | -4.1% | -0.6% | -3.5% | -7.2% |
| 1Y | +1.2% | +18.7% | -17.5% | -8.7% |
| 3Y | +31.6% | -7.6% | +39.1% | +13.6% |
| 5Y | +12.4% | +34.1% | -21.6% | -23.7% |
| 10Y | +334.3% | +691.2% | -356.9% | +10.8% |
| All | +334.3% | +702.6% | -368.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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