+28.4%
SNPS vs ALL
+154.4%
-126.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -10.2% | +4.2% | -14.4% | -10.5% |
| 30D | -12.8% | +18.9% | -31.8% | -14.4% |
| 3M | +9.9% | +1.2% | +8.6% | +9.7% |
| 6M | -12.4% | +23.2% | -35.6% | -15.2% |
| YTD | -6.3% | +30.0% | -36.3% | -10.3% |
| 1Y | +7.6% | +39.6% | -32.0% | +1.4% |
| 3Y | -9.8% | +115.2% | -125.0% | -20.7% |
| All | +28.4% | +154.4% | -126.0% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling