-15.6%
SNPS vs ALC
-13.3%
-2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.6% |
| 7D | -11.0% | -2.1% | -8.9% | -10.3% |
| 30D | -1.7% | -0.1% | -1.6% | -1.8% |
| 3M | -20.4% | +5.9% | -26.2% | -22.5% |
| 6M | -8.6% | -15.9% | +7.3% | -2.1% |
| YTD | -16.2% | -10.1% | -6.0% | -13.1% |
| 1Y | -34.6% | -10.2% | -24.4% | -32.0% |
| All | -15.6% | -13.3% | -2.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling