+17.9%
SNPS vs AFL
+133.0%
-115.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.5% | -2.1% | -3.3% | -4.9% |
| 30D | -4.5% | -5.4% | +0.9% | -3.0% |
| 3M | -15.5% | -0.3% | -15.2% | -15.8% |
| 6M | -10.1% | +5.2% | -15.3% | -11.9% |
| YTD | -16.3% | +5.7% | -22.0% | -18.4% |
| 1Y | -34.9% | +10.2% | -45.2% | -37.9% |
| 3Y | -14.4% | +63.4% | -77.8% | -31.7% |
| 5Y | +17.9% | +133.0% | -115.1% | -23.6% |
| All | +17.9% | +133.0% | -115.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling