-12.3%
TLT vs SNPS
+674.7%
-687.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +3.7% | -9.8% | +13.5% | +3.6% |
| 3M | -0.7% | +11.7% | -12.4% | -0.5% |
| 6M | -4.2% | -10.9% | +6.8% | -4.3% |
| YTD | -4.0% | -2.1% | -1.9% | -3.9% |
| 1Y | -5.8% | +14.8% | -20.6% | -5.5% |
| 3Y | +4.1% | -11.3% | +15.5% | +4.4% |
| 5Y | -34.8% | +36.2% | -71.0% | -33.6% |
| 10Y | -12.3% | +684.5% | -696.8% | +3.3% |
| All | -12.3% | +674.7% | -687.1% | +3.3% |
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