+1,763.1%
T vs SNPS
+5,427.6%
-3,664.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.4% |
| 7D | -1.3% | -11.0% | +9.7% | -0.1% |
| 30D | +11.4% | -1.7% | +13.1% | +11.3% |
| 3M | +14.3% | -20.4% | +34.6% | +16.7% |
| 6M | -9.3% | -8.6% | -0.6% | -9.0% |
| YTD | +7.1% | -16.2% | +23.3% | +8.0% |
| 1Y | -9.1% | -34.6% | +25.5% | -7.1% |
| 3Y | +105.3% | -14.5% | +119.8% | +99.1% |
| 5Y | +66.8% | +17.0% | +49.8% | +53.1% |
| 10Y | +66.8% | +560.0% | -493.2% | +21.4% |
| All | +1,763.1% | +5,427.6% | -3,664.4% | +1,002.7% |
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 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