-7.6%
SNPS vs ALK
+21.9%
-29.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +2.3% |
| 7D | +0.2% | +8.9% | -8.7% | -1.5% |
| 30D | -8.4% | +5.9% | -14.4% | -9.6% |
| 3M | +12.3% | -16.5% | +28.8% | +15.8% |
| 6M | -9.6% | +2.1% | -11.7% | -11.0% |
| YTD | -0.6% | -17.1% | +16.5% | +0.8% |
| 1Y | +18.7% | -2.9% | +21.6% | +16.0% |
| 3Y | -7.6% | +24.5% | -32.0% | -15.9% |
| All | -7.6% | +21.9% | -29.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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