+121.6%
KRE vs SNPS
+585.0%
-463.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -1.4% | -4.6% | +3.2% | -0.3% |
| 30D | -3.9% | -3.3% | -0.6% | -3.5% |
| 3M | +3.6% | -13.8% | +17.4% | +7.0% |
| 6M | +15.4% | -8.2% | +23.6% | +16.1% |
| YTD | +15.2% | -15.4% | +30.7% | +17.9% |
| 1Y | +16.5% | +2.4% | +14.0% | +11.6% |
| 3Y | +85.2% | -13.5% | +98.7% | +70.9% |
| 5Y | +33.1% | +19.5% | +13.6% | +5.5% |
| All | +121.6% | +585.0% | -463.4% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling