+72.9%
SPY vs SNPS
+32.5%
+40.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -3.7% | -9.8% | +6.1% | -1.4% |
| 3M | -2.7% | +11.7% | -14.5% | -6.2% |
| 6M | +2.2% | -10.9% | +13.1% | +3.9% |
| YTD | +10.8% | -2.1% | +12.9% | +9.0% |
| 1Y | +11.2% | +14.8% | -3.5% | +4.7% |
| 3Y | +76.5% | -11.3% | +87.8% | +61.9% |
| 5Y | +72.9% | +36.2% | +36.7% | +27.3% |
| All | +72.9% | +32.5% | +40.4% | +27.3% |
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