-34.6%
SNPS vs ADVB
+5.8%
-40.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | -11.0% | -3.8% | -7.3% | -11.1% |
| 30D | -1.7% | +17.6% | -19.3% | -0.4% |
| 3M | -20.4% | +119.1% | -139.5% | -12.8% |
| 6M | -8.6% | +103.4% | -112.0% | +1.9% |
| YTD | -16.2% | +59.8% | -76.0% | -8.6% |
| 1Y | -34.6% | +8.5% | -43.1% | -25.3% |
| All | -34.6% | +5.8% | -40.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling