+17.1%
SNPS vs AFRM
-23.1%
+40.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.9% |
| 7D | -11.0% | -7.0% | -4.1% | -9.9% |
| 30D | -1.7% | -7.8% | +6.1% | -0.5% |
| 3M | -20.4% | +5.3% | -25.7% | -21.4% |
| 6M | -8.6% | +42.6% | -51.3% | -14.9% |
| YTD | -16.2% | -2.8% | -13.4% | -17.0% |
| 1Y | -34.6% | -19.3% | -15.3% | -33.5% |
| 3Y | -14.5% | +231.0% | -245.4% | -37.1% |
| All | +17.1% | -23.1% | +40.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling