+4,768.6%
TER vs SNPS
+6,222.2%
-1,453.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.4% |
| 7D | -20.5% | -3.7% | -16.8% | -18.6% |
| 30D | -47.0% | -10.4% | -36.6% | -43.6% |
| 3M | -43.3% | +11.0% | -54.2% | -46.5% |
| 6M | -42.9% | -10.7% | -32.2% | -40.0% |
| YTD | +12.9% | -4.1% | +17.0% | +13.0% |
| 1Y | +18.2% | +13.7% | +4.5% | +8.4% |
| 3Y | +151.8% | -8.1% | +159.8% | +135.9% |
| 5Y | +54.2% | +32.2% | +22.0% | +19.9% |
| 10Y | +908.2% | +681.4% | +226.9% | +234.2% |
| All | +4,768.6% | +6,222.2% | -1,453.6% | +611.8% |
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