+1,499.5%
T vs SNPS
+6,454.0%
-4,954.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.4% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -1.7% | -8.4% | +6.7% | -1.0% |
| 3M | -7.3% | +12.3% | -19.6% | -9.0% |
| 6M | -11.2% | -9.6% | -1.6% | -10.9% |
| YTD | -8.1% | -0.6% | -7.5% | -9.2% |
| 1Y | -8.0% | +18.7% | -26.7% | -11.1% |
| 3Y | +62.1% | -7.6% | +69.7% | +55.8% |
| 5Y | +55.7% | +34.1% | +21.6% | +40.5% |
| 10Y | +54.1% | +691.2% | -637.1% | +9.7% |
| All | +1,499.5% | +6,454.0% | -4,954.5% | +826.4% |
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