-12.9%
SNPS vs ALL
+117.7%
-130.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.1% | +5.0% | -4.0% | +1.0% |
| 30D | -5.2% | +13.3% | -18.5% | -5.4% |
| 3M | +10.6% | +3.2% | +7.4% | +10.7% |
| 6M | -10.6% | +25.3% | -36.0% | -12.7% |
| YTD | -3.1% | +30.5% | -33.5% | -6.3% |
| 1Y | +15.6% | +29.2% | -13.6% | +11.9% |
| 3Y | -12.9% | +119.1% | -132.1% | -20.1% |
| All | -12.9% | +117.7% | -130.7% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling