-27.4%
ON vs SNPS
-14.2%
-13.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | -2.2% | -5.5% | +3.3% | +0.2% |
| 30D | -12.4% | -5.8% | -6.7% | -10.6% |
| 3M | -41.2% | -17.2% | -24.0% | -36.5% |
| 6M | +25.0% | -10.4% | +35.4% | +29.8% |
| YTD | +31.3% | -16.5% | +47.8% | +39.9% |
| 1Y | +45.4% | -35.6% | +81.1% | +64.9% |
| 3Y | -27.4% | -14.6% | -12.8% | -39.5% |
| All | -27.4% | -14.2% | -13.2% | -39.5% |
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 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