+31.7%
SNPS vs ALC
-9.1%
+40.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -3.1% |
| 7D | +1.1% | -1.1% | +2.1% | +1.5% |
| 30D | -5.2% | +16.0% | -21.2% | -12.2% |
| 3M | +10.6% | +0.8% | +9.7% | +9.4% |
| 6M | -10.6% | +16.8% | -27.5% | -19.1% |
| YTD | -3.1% | -5.5% | +2.4% | -2.2% |
| 1Y | +15.6% | -5.3% | +20.8% | +16.2% |
| 3Y | -12.9% | +4.1% | -17.0% | -20.5% |
| All | +31.7% | -9.1% | +40.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling