+12,353.4%
SPGI vs SNPS
+5,427.6%
+6,925.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.5% |
| 7D | +0.1% | -11.0% | +11.2% | +2.4% |
| 30D | +8.4% | -1.7% | +10.1% | +8.4% |
| 3M | +11.8% | -20.4% | +32.2% | +16.2% |
| 6M | +5.7% | -8.6% | +14.3% | +6.4% |
| YTD | -9.7% | -16.2% | +6.5% | -7.6% |
| 1Y | -12.5% | -34.6% | +22.1% | -8.6% |
| 3Y | +21.8% | -14.5% | +36.3% | +18.0% |
| 5Y | +8.2% | +17.0% | -8.8% | -2.4% |
| 10Y | +309.5% | +560.0% | -250.5% | +173.6% |
| All | +12,353.4% | +5,427.6% | +6,925.8% | +6,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling