+130.8%
WMT vs SNPS
+16.9%
+113.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.2% | -5.5% | +5.2% | +0.1% |
| 30D | -5.8% | -4.5% | -1.4% | -5.7% |
| 3M | -10.8% | -15.5% | +4.7% | -10.1% |
| 6M | -14.3% | -10.1% | -4.3% | -14.3% |
| YTD | -4.4% | -16.3% | +11.9% | -4.0% |
| 1Y | +4.3% | -34.9% | +39.3% | +6.1% |
| 3Y | +100.1% | -14.4% | +114.4% | +93.2% |
| 5Y | +130.8% | +17.9% | +112.9% | +111.6% |
| All | +130.8% | +16.9% | +113.9% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling