-19.8%
TLT vs SNPS
+562.2%
-582.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.3% | -5.5% | +5.2% | -0.3% |
| 30D | 0.0% | -4.5% | +4.5% | -0.1% |
| 3M | -2.9% | -15.5% | +12.6% | -3.0% |
| 6M | -6.3% | -10.1% | +3.8% | -6.3% |
| YTD | -3.3% | -16.3% | +12.9% | -3.5% |
| 1Y | -4.2% | -34.9% | +30.7% | -4.5% |
| 3Y | -1.7% | -14.4% | +12.7% | -1.3% |
| 5Y | -34.9% | +17.9% | -52.8% | -33.8% |
| 10Y | -19.8% | +574.2% | -594.1% | -5.8% |
| All | -19.8% | +562.2% | -582.0% | -5.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling