+265.0%
C vs SNPS
-14.5%
+279.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.8% |
| 7D | +3.6% | -11.0% | +14.6% | +6.1% |
| 30D | +0.1% | -1.7% | +1.8% | 0.0% |
| 3M | +2.4% | -20.4% | +22.8% | +7.0% |
| 6M | +24.9% | -8.6% | +33.6% | +26.0% |
| YTD | +19.8% | -16.2% | +36.0% | +22.6% |
| 1Y | +44.9% | -34.6% | +79.4% | +52.4% |
| All | +265.0% | -14.5% | +279.5% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling