-35.6%
SNPS vs A
+16.1%
-51.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | -5.8% | +0.6% | -6.4% | -5.7% |
| 3M | -17.2% | +10.9% | -28.1% | -19.0% |
| 6M | -10.4% | +28.2% | -38.5% | -16.5% |
| YTD | -16.5% | +8.6% | -25.1% | -13.3% |
| 1Y | -35.6% | +15.5% | -51.2% | -39.9% |
| All | -35.6% | +16.1% | -51.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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