+3,009.1%
TSLA vs SNPS
+687.7%
+2,321.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +1.5% | -0.2% | +1.6% | +1.9% |
| 30D | +3.4% | -8.0% | +11.4% | +9.1% |
| 3M | +17.4% | +12.5% | +5.0% | +6.8% |
| 6M | -12.2% | -10.5% | -1.7% | -8.1% |
| YTD | -13.1% | -1.6% | -11.5% | -16.5% |
| 1Y | -11.1% | +16.8% | -27.9% | -24.2% |
| 3Y | +82.1% | -10.9% | +93.0% | +53.3% |
| 5Y | +10.3% | +35.8% | -25.5% | -36.8% |
| 10Y | +3,009.1% | +675.0% | +2,334.2% | +420.8% |
| All | +3,009.1% | +687.7% | +2,321.5% | +420.8% |
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 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