+4,646.5%
TER vs SNPS
+6,079.8%
-1,433.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.3% | -12.7% |
| 7D | -28.2% | -10.2% | -18.0% | -23.7% |
| 30D | -50.6% | -12.8% | -37.7% | -46.6% |
| 3M | -45.3% | +9.9% | -55.2% | -48.2% |
| 6M | -40.4% | -12.4% | -28.0% | -36.7% |
| YTD | +10.0% | -6.3% | +16.3% | +11.5% |
| 1Y | +13.6% | +7.6% | +6.0% | +7.2% |
| 3Y | +145.2% | -9.8% | +155.0% | +132.0% |
| 5Y | +50.4% | +29.2% | +21.1% | +18.3% |
| 10Y | +882.9% | +663.8% | +219.2% | +229.6% |
| All | +4,646.5% | +6,079.8% | -1,433.3% | +602.2% |
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