+17.9%
SNPS vs AON
+9.3%
+8.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.6% |
| 7D | -5.5% | -7.9% | +2.4% | -2.6% |
| 30D | -4.5% | -14.6% | +10.2% | +0.7% |
| 3M | -15.5% | -7.9% | -7.6% | -14.0% |
| 6M | -10.1% | -8.0% | -2.1% | -8.7% |
| YTD | -16.3% | -13.2% | -3.1% | -13.3% |
| 1Y | -34.9% | -16.4% | -18.5% | -31.4% |
| 3Y | -14.4% | -6.7% | -7.7% | -16.5% |
| 5Y | +17.9% | +8.0% | +9.9% | -3.2% |
| All | +17.9% | +9.3% | +8.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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