+13.7%
SNPS vs ALL
+28.6%
-14.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +0.8% |
| 7D | -3.7% | -1.9% | -1.7% | -4.2% |
| 30D | -10.4% | +13.8% | -24.2% | -6.4% |
| 3M | +11.0% | -7.0% | +17.9% | +9.6% |
| 6M | -10.7% | +18.0% | -28.7% | -6.3% |
| YTD | -4.1% | +24.2% | -28.3% | +1.7% |
| 1Y | +13.7% | +31.2% | -17.5% | +24.3% |
| All | +13.7% | +28.6% | -14.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling