+106.8%
SNPS vs ACI
+25.9%
+80.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -11.0% | +0.2% | -11.2% | -11.0% |
| 30D | -1.7% | +5.9% | -7.6% | -2.0% |
| 3M | -20.4% | -19.8% | -0.6% | -19.8% |
| 6M | -8.6% | -24.7% | +16.1% | -7.8% |
| YTD | -16.2% | -24.4% | +8.2% | -15.5% |
| 1Y | -34.6% | -31.5% | -3.1% | -33.6% |
| 3Y | -14.5% | -38.7% | +24.2% | -12.9% |
| 5Y | +17.0% | -42.8% | +59.8% | +18.1% |
| All | +106.8% | +25.9% | +80.9% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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