+1,098.0%
SNPS vs A
+457.0%
+641.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | -11.0% | -1.9% | -9.1% | -10.4% |
| 30D | -1.7% | +6.9% | -8.7% | -3.9% |
| 3M | -20.4% | +9.2% | -29.6% | -22.8% |
| 6M | -8.6% | +25.7% | -34.3% | -16.5% |
| YTD | -16.2% | +11.5% | -27.7% | -20.2% |
| 1Y | -34.6% | +18.4% | -52.9% | -38.9% |
| 3Y | -14.5% | +26.6% | -41.1% | -22.7% |
| 5Y | +17.0% | -12.8% | +29.8% | +18.9% |
| 10Y | +560.0% | +247.2% | +312.8% | +346.3% |
| All | +1,098.0% | +457.0% | +641.0% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling