-11.6%
SNPS vs ALLY
+65.2%
-76.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -0.2% | -2.8% | +2.6% | +0.9% |
| 30D | -8.0% | +1.9% | -9.9% | -8.8% |
| 3M | +12.5% | -12.1% | +24.6% | +18.1% |
| 6M | -10.5% | -9.0% | -1.5% | -7.6% |
| YTD | -1.6% | -12.9% | +11.3% | +2.8% |
| 1Y | +16.8% | -0.1% | +16.9% | +15.4% |
| All | -11.6% | +65.2% | -76.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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