+53.2%
SNPS vs AFRM
-20.4%
+73.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -5.0% |
| 7D | -11.0% | -7.0% | -4.1% | -10.0% |
| 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% | -14.5% |
| YTD | -16.2% | -2.8% | -13.4% | -16.9% |
| 1Y | -34.6% | -19.3% | -15.3% | -33.5% |
| 3Y | -14.5% | +231.0% | -245.4% | -35.6% |
| 5Y | +17.0% | -22.2% | +39.2% | -8.2% |
| All | +53.2% | -20.4% | +73.6% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling