+304.8%
SPY vs SNPS
+674.7%
-369.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -3.7% | -9.8% | +6.1% | -0.7% |
| 3M | -2.7% | +11.7% | -14.5% | -7.3% |
| 6M | +2.2% | -10.9% | +13.1% | +4.2% |
| YTD | +10.8% | -2.1% | +12.9% | +8.3% |
| 1Y | +11.2% | +14.8% | -3.5% | +2.7% |
| 3Y | +76.5% | -11.3% | +87.8% | +60.1% |
| 5Y | +72.9% | +36.2% | +36.7% | +24.4% |
| 10Y | +304.8% | +684.5% | -379.7% | +32.2% |
| All | +304.8% | +674.7% | -369.9% | +32.2% |
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 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