+131.2%
SNPS vs ACI
+34.5%
+96.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.8% |
| 7D | -10.2% | +3.5% | -13.7% | -10.2% |
| 30D | -12.8% | +16.8% | -29.6% | -13.3% |
| 3M | +9.9% | +13.1% | -3.3% | +9.3% |
| 6M | -12.4% | -15.6% | +3.3% | -11.9% |
| YTD | -6.3% | -19.2% | +13.0% | -5.8% |
| 1Y | +7.6% | -20.7% | +28.3% | +8.3% |
| 3Y | -9.8% | -33.4% | +23.6% | -8.5% |
| 5Y | +29.2% | -41.7% | +70.9% | +30.4% |
| All | +131.2% | +34.5% | +96.8% | +110.7% |
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