+35.8%
SNPS vs ACGL
+174.9%
-139.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -8.0% | +12.4% | -20.4% | -10.5% |
| 3M | +12.5% | +11.1% | +1.4% | +9.6% |
| 6M | -10.5% | +16.3% | -26.8% | -14.1% |
| YTD | -1.6% | +13.8% | -15.4% | -5.5% |
| 1Y | +16.8% | +20.4% | -3.6% | +10.3% |
| 3Y | -10.9% | +33.6% | -44.5% | -20.9% |
| 5Y | +35.8% | +176.8% | -141.1% | -18.3% |
| All | +35.8% | +174.9% | -139.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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