+50.1%
F vs SNPS
-10.5%
+60.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | +3.3% | -8.0% | +11.4% | +4.3% |
| 3M | -11.3% | +12.5% | -23.8% | -13.0% |
| 6M | +5.3% | -10.5% | +15.8% | +6.2% |
| YTD | -2.2% | -1.6% | -0.6% | -3.2% |
| 1Y | -3.5% | +16.8% | -20.4% | -6.9% |
| All | +50.1% | -10.5% | +60.6% | +35.9% |
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