-11.3%
SNPS vs AFRM
+167.0%
-178.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | -0.6% | -8.4% | +7.7% | +1.0% |
| 30D | -9.8% | -18.3% | +8.5% | -6.4% |
| 3M | +11.7% | -12.7% | +24.4% | +14.1% |
| 6M | -10.9% | +3.0% | -14.0% | -12.4% |
| YTD | -2.1% | -11.4% | +9.3% | -2.0% |
| 1Y | +14.8% | -13.3% | +28.1% | +14.9% |
| 3Y | -11.3% | +194.0% | -205.4% | -22.9% |
| All | -11.3% | +167.0% | -178.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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