+71.2%
SNPS vs AFRM
-23.4%
+94.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.8% | +3.0% | -3.6% |
| 7D | -10.2% | -6.9% | -3.3% | -9.1% |
| 30D | -12.8% | -7.0% | -5.9% | -11.9% |
| 3M | +9.9% | -11.2% | +21.1% | +11.6% |
| 6M | -12.4% | +4.3% | -16.6% | -13.9% |
| YTD | -6.3% | -6.4% | +0.1% | -6.8% |
| 1Y | +7.6% | -2.6% | +10.2% | +5.9% |
| 3Y | -9.8% | +210.6% | -220.3% | -31.0% |
| 5Y | +29.2% | -57.6% | +86.8% | +6.9% |
| All | +71.2% | -23.4% | +94.6% | +34.8% |
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 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