+131.2%
TLT vs SNPS
+1,749.0%
-1,617.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | -0.2% |
| 7D | -0.4% | -11.0% | +10.6% | -1.1% |
| 30D | -0.6% | -1.7% | +1.2% | -0.6% |
| 3M | -2.7% | -20.4% | +17.6% | -4.0% |
| 6M | -5.6% | -8.6% | +3.0% | -5.9% |
| YTD | -2.8% | -16.2% | +13.4% | -3.5% |
| 1Y | -1.4% | -34.6% | +33.1% | -3.0% |
| 3Y | -1.6% | -14.5% | +12.9% | -0.3% |
| 5Y | -33.8% | +17.0% | -50.8% | -30.5% |
| 10Y | -21.1% | +560.0% | -581.2% | +3.4% |
| All | +131.2% | +1,749.0% | -1,617.8% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling