-26.3%
U vs SNPS
+127.7%
-154.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.1% |
| 7D | +24.4% | -0.6% | +25.0% | +24.2% |
| 30D | +7.4% | -9.8% | +17.2% | +14.4% |
| 3M | +16.8% | +11.7% | +5.1% | +3.9% |
| 6M | +78.8% | -10.9% | +89.7% | +84.5% |
| YTD | +14.0% | -2.1% | +16.0% | +9.3% |
| 1Y | +16.7% | +14.8% | +2.0% | -0.9% |
| 3Y | +86.4% | -11.3% | +97.7% | +43.1% |
| 5Y | -71.5% | +36.2% | -107.7% | -86.9% |
| All | -26.3% | +127.7% | -154.0% | -81.6% |
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