+155.8%
KRE vs SNPS
+2,007.2%
-1,851.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +2.7% |
| 7D | +1.3% | -11.0% | +12.3% | +6.0% |
| 30D | -2.7% | -1.7% | -0.9% | -2.8% |
| 3M | +8.2% | -20.4% | +28.5% | +17.0% |
| 6M | +12.8% | -8.6% | +21.4% | +13.8% |
| YTD | +17.5% | -16.2% | +33.7% | +21.7% |
| 1Y | +16.6% | -34.6% | +51.2% | +26.0% |
| 3Y | +79.5% | -14.5% | +93.9% | +59.0% |
| 5Y | +32.4% | +17.0% | +15.4% | -6.4% |
| 10Y | +124.1% | +560.0% | -435.9% | -53.5% |
| All | +155.8% | +2,007.2% | -1,851.4% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling