0.0%
MSFT vs SNPS
-34.8%
+34.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.4% | -5.5% | +4.1% | -0.8% |
| 30D | -1.0% | -5.8% | +4.7% | -0.5% |
| 3M | +20.2% | -17.2% | +37.4% | +22.2% |
| 6M | +21.3% | -10.4% | +31.6% | +21.5% |
| YTD | +2.8% | -16.5% | +19.3% | +3.5% |
| 1Y | 0.0% | -35.6% | +35.6% | +0.5% |
| All | 0.0% | -34.8% | +34.7% | +0.5% |
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