+130.7%
C vs SNPS
+17.0%
+113.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.0% |
| 7D | +3.6% | -11.0% | +14.6% | +6.4% |
| 30D | +0.1% | -1.7% | +1.8% | 0.0% |
| 3M | +2.4% | -20.4% | +22.8% | +7.5% |
| 6M | +24.9% | -8.6% | +33.6% | +26.2% |
| YTD | +19.8% | -16.2% | +36.0% | +23.1% |
| 1Y | +44.9% | -34.6% | +79.4% | +53.2% |
| 3Y | +263.0% | -14.5% | +277.4% | +240.2% |
| All | +130.7% | +17.0% | +113.6% | +91.8% |
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