+1,103.7%
SNPS vs ALM
+3,431.9%
-2,328.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -4.9% |
| 7D | -10.2% | -14.5% | +4.3% | -10.1% |
| 30D | -12.8% | -39.0% | +26.2% | -12.7% |
| 3M | +9.9% | -40.3% | +50.1% | +10.0% |
| 6M | -12.4% | -60.3% | +47.9% | -12.2% |
| YTD | -6.3% | -9.8% | +3.5% | -6.2% |
| 1Y | +7.6% | +30.8% | -23.1% | +7.6% |
| 3Y | -9.8% | +772.4% | -782.2% | -10.1% |
| 5Y | +29.2% | +390.7% | -361.5% | +28.8% |
| 10Y | +663.8% | +2,028.5% | -1,364.7% | +660.1% |
| All | +1,103.7% | +3,431.9% | -2,328.2% | +1,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling