-35.6%
SNPS vs ALM
+347.8%
-383.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -1.3% |
| 7D | -5.5% | +8.4% | -13.9% | -6.3% |
| 30D | -5.8% | +34.8% | -40.6% | -8.4% |
| 3M | -17.2% | +16.2% | -33.4% | -18.9% |
| 6M | -10.4% | +2.1% | -12.5% | -12.1% |
| YTD | -16.5% | +117.0% | -133.6% | -21.8% |
| 1Y | -35.6% | +313.9% | -349.5% | -47.7% |
| All | -35.6% | +347.8% | -383.4% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling