-34.3%
TLT vs SNPS
+31.8%
-66.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.1% |
| 7D | +0.1% | -3.7% | +3.8% | +0.2% |
| 30D | +6.2% | -10.4% | +16.6% | +6.4% |
| 3M | +0.1% | +11.0% | -10.9% | -0.2% |
| 6M | -3.0% | -10.7% | +7.7% | -2.9% |
| YTD | -2.7% | -4.1% | +1.4% | -2.8% |
| 1Y | -4.8% | +13.7% | -18.6% | -5.3% |
| 3Y | +6.9% | -8.1% | +15.0% | +5.4% |
| All | -34.3% | +31.8% | -66.1% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling