+16.0%
SNPS vs ADVB
-61.6%
+77.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +42.7% | -42.5% | +0.9% |
| 7D | +5.1% | +74.2% | -69.1% | +6.4% |
| 30D | -6.4% | -35.9% | +29.4% | -7.5% |
| 3M | +12.2% | -56.4% | +68.7% | +9.9% |
| 6M | -9.8% | -36.7% | +26.9% | -9.1% |
| YTD | -1.5% | -43.3% | +41.8% | +1.5% |
| 1Y | +16.0% | -63.4% | +79.4% | +23.8% |
| All | +16.0% | -61.6% | +77.6% | +23.8% |
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