+28.4%
SNPS vs ALM
+386.0%
-357.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -4.4% |
| 7D | -10.2% | -14.5% | +4.3% | -9.4% |
| 30D | -12.8% | -39.0% | +26.2% | -10.7% |
| 3M | +9.9% | -40.3% | +50.1% | +12.5% |
| 6M | -12.4% | -60.3% | +47.9% | -9.0% |
| YTD | -6.3% | -9.8% | +3.5% | -5.7% |
| 1Y | +7.6% | +30.8% | -23.1% | +6.9% |
| 3Y | -9.8% | +772.4% | -782.2% | -15.7% |
| All | +28.4% | +386.0% | -357.6% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling