+272.0%
TMUS vs SNPS
+1,509.9%
-1,237.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +2.5% |
| 7D | +9.0% | -10.2% | +19.2% | +12.6% |
| 30D | -3.2% | -12.8% | +9.6% | +0.4% |
| 3M | -6.9% | +9.9% | -16.7% | -11.8% |
| 6M | -16.4% | -12.4% | -4.0% | -15.1% |
| YTD | -19.6% | -6.3% | -13.4% | -21.9% |
| 1Y | -19.9% | +7.6% | -27.5% | -26.4% |
| 3Y | +14.5% | -9.8% | +24.3% | -2.9% |
| 5Y | +37.7% | +29.2% | +8.5% | -9.0% |
| 10Y | +242.2% | +663.8% | -421.5% | -29.6% |
| All | +272.0% | +1,509.9% | -1,237.9% | -58.9% |
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 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