+33.2%
SNPS vs ALLY
-10.3%
+43.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.8% |
| 6M | -10.5% | -9.0% | -1.5% | -7.7% |
| YTD | -1.6% | -12.9% | +11.3% | +2.6% |
| 1Y | +16.8% | -0.1% | +16.9% | +15.6% |
| 3Y | -10.9% | +64.6% | -75.5% | -27.9% |
| All | +33.2% | -10.3% | +43.5% | +37.2% |
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