-12.9%
SNPS vs A
+64.5%
-77.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | -5.2% | 0.0% | -5.1% | -5.0% |
| 3M | +10.6% | +16.7% | -6.1% | +3.9% |
| 6M | -10.6% | +54.8% | -65.4% | -26.4% |
| YTD | -3.1% | +28.8% | -31.9% | -12.4% |
| 1Y | +15.6% | +19.3% | -3.8% | +8.4% |
| 3Y | -12.9% | +65.5% | -78.5% | -24.9% |
| All | -12.9% | +64.5% | -77.5% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling