-35.6%
SNPS vs ALB
+59.9%
-95.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -5.5% | -4.4% | -1.1% | -5.0% |
| 30D | -5.8% | -1.2% | -4.6% | -5.7% |
| 3M | -17.2% | -13.3% | -3.9% | -16.1% |
| 6M | -10.4% | -19.8% | +9.4% | -9.4% |
| YTD | -16.5% | -7.9% | -8.6% | -17.2% |
| 1Y | -35.6% | +60.2% | -95.8% | -39.9% |
| All | -35.6% | +59.9% | -95.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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