+17.1%
SNPS vs ACGL
+161.8%
-144.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.0% |
| 7D | -11.0% | -0.7% | -10.3% | -10.9% |
| 30D | -1.7% | -1.0% | -0.7% | -1.6% |
| 3M | -20.4% | +11.0% | -31.4% | -22.8% |
| 6M | -8.6% | -0.3% | -8.3% | -9.0% |
| YTD | -16.2% | +2.3% | -18.4% | -17.4% |
| 1Y | -34.6% | +6.4% | -40.9% | -36.5% |
| 3Y | -14.5% | +34.0% | -48.4% | -25.6% |
| All | +17.1% | +161.8% | -144.7% | -27.8% |
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