+36.2%
SNPS vs AFRM
-55.1%
+91.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | -0.6% | -8.4% | +7.7% | +0.9% |
| 30D | -9.8% | -18.3% | +8.5% | -6.6% |
| 3M | +11.7% | -12.7% | +24.4% | +14.0% |
| 6M | -10.9% | +3.0% | -14.0% | -12.4% |
| YTD | -2.1% | -11.4% | +9.3% | -1.8% |
| 1Y | +14.8% | -13.3% | +28.1% | +15.2% |
| 3Y | -11.3% | +194.0% | -205.4% | -34.0% |
| 5Y | +36.2% | -50.6% | +86.8% | +24.8% |
| All | +36.2% | -55.1% | +91.3% | +24.8% |
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