+1,895.7%
TER vs SNPS
+562.2%
+1,333.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +12.4% | -5.5% | +17.8% | +16.2% |
| 30D | +5.1% | -4.5% | +9.6% | +7.2% |
| 3M | +4.0% | -15.5% | +19.4% | +14.4% |
| 6M | +29.5% | -10.1% | +39.6% | +35.7% |
| YTD | +98.5% | -16.3% | +114.7% | +115.4% |
| 1Y | +234.1% | -34.9% | +269.0% | +287.2% |
| 3Y | +289.0% | -14.4% | +303.4% | +241.7% |
| 5Y | +228.2% | +17.9% | +210.3% | +113.7% |
| 10Y | +1,895.7% | +574.2% | +1,321.4% | +204.3% |
| All | +1,895.7% | +562.2% | +1,333.5% | +204.3% |
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 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