+161.8%
MS vs SNPS
-9.8%
+171.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.1% | -4.9% |
| 7D | -3.4% | -10.2% | +6.8% | -1.2% |
| 30D | -3.9% | -12.8% | +8.9% | -1.3% |
| 3M | -15.9% | +9.9% | -25.8% | -18.0% |
| 6M | -2.5% | -12.4% | +9.9% | -0.6% |
| YTD | +5.1% | -6.3% | +11.4% | +4.9% |
| 1Y | +13.0% | +7.6% | +5.3% | +9.7% |
| All | +161.8% | -9.8% | +171.6% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling