+319.7%
SPY vs SNPS
+562.2%
-242.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.4% | -5.5% | +5.1% | +1.4% |
| 30D | -1.4% | -4.5% | +3.1% | -0.5% |
| 3M | +3.7% | -15.5% | +19.2% | +8.5% |
| 6M | +13.0% | -10.1% | +23.1% | +14.9% |
| YTD | +12.4% | -16.3% | +28.7% | +16.2% |
| 1Y | +18.5% | -34.9% | +53.5% | +27.4% |
| 3Y | +77.6% | -14.4% | +92.0% | +61.3% |
| 5Y | +81.7% | +17.9% | +63.8% | +37.1% |
| 10Y | +319.7% | +574.2% | -254.6% | +36.7% |
| All | +319.7% | +562.2% | -242.6% | +36.7% |
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