-12.6%
TLT vs SNPS
+635.4%
-648.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.1% |
| 30D | +1.0% | -5.2% | +6.2% | +1.0% |
| 3M | -2.7% | +10.6% | -13.3% | -2.6% |
| 6M | -4.1% | -10.6% | +6.5% | -4.2% |
| YTD | -5.4% | -3.1% | -2.3% | -5.3% |
| 1Y | -7.0% | +15.6% | -22.6% | -6.7% |
| 3Y | +2.8% | -12.9% | +15.8% | +3.1% |
| 5Y | -35.4% | +31.2% | -66.5% | -34.4% |
| All | -12.6% | +635.4% | -648.0% | +2.9% |
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 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