+31.7%
SNPS vs ALB
-64.0%
+95.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +1.1% | -5.8% | +6.8% | +2.4% |
| 30D | -5.2% | -4.5% | -0.6% | -4.3% |
| 3M | +10.6% | -28.1% | +38.6% | +18.4% |
| 6M | -10.6% | -53.2% | +42.6% | +5.0% |
| YTD | -3.1% | -33.3% | +30.2% | +2.9% |
| 1Y | +15.6% | -17.4% | +33.0% | +16.0% |
| 3Y | -12.9% | -14.1% | +1.2% | -21.8% |
| All | +31.7% | -64.0% | +95.6% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling