-22.7%
U vs SNPS
+125.3%
-148.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.9% | +6.4% |
| 7D | +2.6% | +1.1% | +1.5% | +1.7% |
| 30D | +27.6% | -5.2% | +32.7% | +30.7% |
| 3M | +15.3% | +10.6% | +4.8% | +3.2% |
| 6M | +96.4% | -10.6% | +107.0% | +101.9% |
| YTD | +19.6% | -3.1% | +22.7% | +15.5% |
| 1Y | +42.1% | +15.6% | +26.6% | +19.7% |
| 3Y | +87.5% | -12.9% | +100.5% | +46.3% |
| 5Y | -73.1% | +31.2% | -104.3% | -87.3% |
| All | -22.7% | +125.3% | -148.0% | -80.6% |
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