+104.9%
C vs SNPS
+28.8%
+76.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.9% | -0.2% | -3.9% |
| 7D | -5.3% | -10.2% | +4.9% | -2.9% |
| 30D | -7.3% | -12.8% | +5.5% | -4.4% |
| 3M | -13.5% | +9.9% | -23.3% | -16.2% |
| 6M | -6.5% | -12.4% | +5.9% | -4.6% |
| YTD | +3.6% | -6.3% | +9.9% | +3.1% |
| 1Y | +18.9% | +7.6% | +11.3% | +14.3% |
| 3Y | +205.0% | -9.8% | +214.7% | +181.4% |
| All | +104.9% | +28.8% | +76.1% | +58.7% |
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