+1.1%
SNPS vs ADVB
-97.5%
+98.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +2.4% |
| 7D | -3.7% | -13.9% | +10.2% | -4.0% |
| 30D | -10.4% | -68.1% | +57.7% | -13.1% |
| 3M | +11.0% | -73.4% | +84.3% | +7.3% |
| 6M | -10.7% | -70.8% | +60.1% | -11.5% |
| YTD | -4.1% | -66.1% | +62.0% | -3.8% |
| 1Y | +13.7% | -77.5% | +91.2% | +12.7% |
| All | +1.1% | -97.5% | +98.6% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling