+995.4%
TER vs SNPS
+635.4%
+360.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.3% |
| 7D | +14.4% | +1.1% | +13.3% | +13.9% |
| 30D | -30.6% | -5.2% | -25.4% | -27.5% |
| 3M | -39.2% | +10.6% | -49.7% | -43.4% |
| 6M | -31.3% | -10.6% | -20.7% | -26.8% |
| YTD | +29.1% | -3.1% | +32.2% | +27.8% |
| 1Y | +47.4% | +15.6% | +31.9% | +29.4% |
| 3Y | +191.2% | -12.9% | +204.2% | +161.0% |
| 5Y | +74.0% | +31.2% | +42.8% | +7.1% |
| All | +995.4% | +635.4% | +360.0% | +55.9% |
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