+11.2%
SNPS vs ALLE
+18.6%
-7.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | +0.1% |
| 7D | -3.9% | +6.7% | -10.6% | -3.7% |
| 30D | -5.2% | +25.4% | -30.6% | -4.5% |
| 3M | +14.6% | +16.9% | -2.3% | +16.0% |
| 6M | -6.9% | +46.6% | -53.5% | -6.7% |
| YTD | -1.4% | +22.4% | -23.9% | +2.9% |
| 1Y | +11.2% | +17.7% | -6.5% | +16.7% |
| All | +11.2% | +18.6% | -7.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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