+28.4%
SNPS vs AG
+10.9%
+17.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.4% |
| 7D | -10.2% | -2.9% | -7.3% | -9.8% |
| 30D | -12.8% | -15.1% | +2.3% | -10.8% |
| 3M | +9.9% | -15.4% | +25.2% | +12.2% |
| 6M | -12.4% | -21.9% | +9.5% | -10.3% |
| YTD | -6.3% | -10.4% | +4.2% | -7.9% |
| 1Y | +7.6% | +39.8% | -32.2% | -1.4% |
| 3Y | -9.8% | +209.5% | -219.3% | -30.2% |
| All | +28.4% | +10.9% | +17.5% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling