+20.0%
ON vs SNPS
+30.3%
-10.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.7% |
| 7D | +12.2% | +1.1% | +11.2% | +11.7% |
| 30D | -3.1% | -5.2% | +2.0% | +0.1% |
| 3M | -12.9% | +10.6% | -23.4% | -19.0% |
| 6M | -38.6% | -10.6% | -28.0% | -35.2% |
| YTD | +31.2% | -3.1% | +34.3% | +29.4% |
| 1Y | +47.6% | +15.6% | +32.1% | +30.4% |
| 3Y | +6.6% | -12.9% | +19.6% | -7.9% |
| All | +20.0% | +30.3% | -10.3% | -31.6% |
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