-16.7%
IBM vs SNPS
+14.9%
-31.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +9.2% | -5.2% | +14.4% | +10.5% |
| 3M | +4.9% | +10.6% | -5.6% | +0.8% |
| 6M | +16.8% | -10.6% | +27.4% | +20.0% |
| YTD | -14.3% | -3.1% | -11.2% | -16.8% |
| 1Y | -16.7% | +15.6% | -32.3% | -20.8% |
| All | -16.7% | +14.9% | -31.6% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling