-33.7%
TLT vs SNPS
+16.7%
-50.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.4% | -5.5% | +5.9% | +0.5% |
| 30D | -0.3% | -5.8% | +5.5% | -0.2% |
| 3M | -1.7% | -17.2% | +15.5% | -1.4% |
| 6M | -4.9% | -10.4% | +5.5% | -4.8% |
| YTD | -2.8% | -16.5% | +13.7% | -2.6% |
| 1Y | -4.2% | -35.6% | +31.4% | -3.6% |
| 3Y | -1.1% | -14.6% | +13.5% | -2.6% |
| 5Y | -33.7% | +16.5% | -50.2% | -36.3% |
| All | -33.7% | +16.7% | -50.5% | -36.3% |
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 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