-7.6%
SNPS vs ALLE
+93.1%
-100.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -8.4% | +26.6% | -35.0% | -13.9% |
| 3M | +12.3% | +13.2% | -0.9% | +9.0% |
| 6M | -9.6% | +42.9% | -52.5% | -18.6% |
| YTD | -0.6% | +21.0% | -21.6% | -5.5% |
| 1Y | +18.7% | +15.2% | +3.5% | +15.2% |
| 3Y | -7.6% | +95.6% | -103.2% | -21.0% |
| All | -7.6% | +93.1% | -100.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling