+28.4%
SNPS vs ALLY
-7.9%
+36.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.4% |
| 7D | -10.2% | -1.1% | -9.0% | -9.8% |
| 30D | -12.8% | +4.2% | -17.0% | -14.3% |
| 3M | +9.9% | -12.4% | +22.3% | +15.2% |
| 6M | -12.4% | -8.7% | -3.7% | -9.8% |
| YTD | -6.3% | -11.6% | +5.4% | -2.7% |
| 1Y | +7.6% | +0.2% | +7.5% | +6.4% |
| 3Y | -9.8% | +57.1% | -66.8% | -25.7% |
| All | +28.4% | -7.9% | +36.3% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling