+136.6%
SNPS vs ACI
+29.9%
+106.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.7% | +2.4% |
| 7D | -3.7% | -2.2% | -1.5% | -3.6% |
| 30D | -10.4% | +10.3% | -20.7% | -10.7% |
| 3M | +11.0% | +7.2% | +3.8% | +10.6% |
| 6M | -10.7% | -18.0% | +7.3% | -10.2% |
| YTD | -4.1% | -22.0% | +17.9% | -3.5% |
| 1Y | +13.7% | -23.4% | +37.1% | +14.5% |
| 3Y | -8.1% | -35.8% | +27.8% | -6.6% |
| 5Y | +32.2% | -43.7% | +75.9% | +33.5% |
| All | +136.6% | +29.9% | +106.7% | +115.7% |
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