-35.6%
SNPS vs AG
+123.1%
-158.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -5.5% | +4.5% | -10.0% | -6.1% |
| 30D | -5.8% | +12.9% | -18.6% | -7.2% |
| 3M | -17.2% | +20.9% | -38.1% | -19.7% |
| 6M | -10.4% | -19.5% | +9.2% | -8.4% |
| YTD | -16.5% | +24.8% | -41.3% | -23.7% |
| 1Y | -35.6% | +120.2% | -155.9% | -51.7% |
| All | -35.6% | +123.1% | -158.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling