+17.1%
SNPS vs ALK
-25.3%
+42.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.8% |
| 7D | -11.0% | -0.7% | -10.4% | -10.9% |
| 30D | -1.7% | -19.2% | +17.5% | +3.4% |
| 3M | -20.4% | -1.5% | -18.8% | -20.8% |
| 6M | -8.6% | -13.1% | +4.4% | -7.2% |
| YTD | -16.2% | -16.4% | +0.3% | -14.6% |
| 1Y | -34.6% | -33.1% | -1.5% | -29.4% |
| 3Y | -14.5% | +0.6% | -15.1% | -22.6% |
| All | +17.1% | -25.3% | +42.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling