-15.6%
SNPS vs ALLE
+42.6%
-58.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | -1.7% | -6.8% | +5.1% | +0.4% |
| 3M | -20.4% | +21.0% | -41.4% | -25.5% |
| 6M | -8.6% | +1.1% | -9.7% | -8.8% |
| YTD | -16.2% | -0.5% | -15.6% | -16.2% |
| 1Y | -34.6% | -7.3% | -27.3% | -32.5% |
| All | -15.6% | +42.6% | -58.2% | -27.7% |
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 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