+30.9%
KRE vs SNPS
+16.9%
+14.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -1.1% | -5.5% | +4.4% | 0.0% |
| 30D | -3.4% | -4.5% | +1.1% | -2.8% |
| 3M | +3.7% | -15.5% | +19.2% | +6.8% |
| 6M | +14.8% | -10.1% | +24.8% | +15.8% |
| YTD | +14.7% | -16.3% | +30.9% | +17.0% |
| 1Y | +16.0% | -34.9% | +50.9% | +21.9% |
| 3Y | +84.3% | -14.4% | +98.6% | +70.6% |
| 5Y | +30.9% | +17.9% | +13.0% | +6.1% |
| All | +30.9% | +16.9% | +14.0% | +6.1% |
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