+7,865.7%
TER vs SNPS
+5,427.6%
+2,438.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.4% | +10.9% | +8.3% |
| 7D | +0.6% | -11.0% | +11.6% | +6.6% |
| 30D | -8.3% | -1.7% | -6.5% | -8.1% |
| 3M | -12.2% | -20.4% | +8.1% | -2.0% |
| 6M | +17.1% | -8.6% | +25.7% | +21.0% |
| YTD | +84.7% | -16.2% | +100.8% | +97.8% |
| 1Y | +199.9% | -34.6% | +234.5% | +238.4% |
| 3Y | +232.8% | -14.5% | +247.2% | +222.7% |
| 5Y | +198.6% | +17.0% | +181.6% | +146.8% |
| 10Y | +1,669.7% | +560.0% | +1,109.7% | +538.0% |
| All | +7,865.7% | +5,427.6% | +2,438.2% | +1,145.9% |
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 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