+81.8%
SPY vs SNPS
+16.7%
+65.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +0.5% | -5.5% | +6.0% | +1.9% |
| 30D | -0.9% | -5.8% | +4.8% | +0.1% |
| 3M | +3.9% | -17.2% | +21.1% | +8.2% |
| 6M | +14.5% | -10.4% | +24.9% | +16.1% |
| YTD | +12.9% | -16.5% | +29.5% | +16.1% |
| 1Y | +19.4% | -35.6% | +55.0% | +27.2% |
| 3Y | +78.5% | -14.6% | +93.1% | +62.7% |
| 5Y | +81.8% | +16.5% | +65.3% | +41.1% |
| All | +81.8% | +16.7% | +65.0% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling