+53.9%
F vs SNPS
+17.0%
+36.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +2.8% |
| 7D | +5.3% | -11.0% | +16.4% | +8.4% |
| 30D | +4.6% | -1.7% | +6.3% | +4.6% |
| 3M | -3.7% | -20.4% | +16.7% | +1.5% |
| 6M | +16.8% | -8.6% | +25.4% | +17.6% |
| YTD | +15.3% | -16.2% | +31.4% | +18.2% |
| 1Y | +31.0% | -34.6% | +65.6% | +38.9% |
| 3Y | +45.4% | -14.5% | +59.9% | +27.6% |
| All | +53.9% | +17.0% | +36.9% | +6.2% |
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