+17.1%
SNPS vs APA
+156.4%
-139.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.0% |
| 7D | -11.0% | +0.5% | -11.6% | -11.1% |
| 30D | -1.7% | +23.4% | -25.1% | -4.3% |
| 3M | -20.4% | +12.7% | -33.0% | -21.7% |
| 6M | -8.6% | +39.4% | -48.0% | -13.5% |
| YTD | -16.2% | +79.0% | -95.1% | -23.7% |
| 1Y | -34.6% | +88.8% | -123.4% | -41.4% |
| 3Y | -14.5% | +6.4% | -20.8% | -19.5% |
| All | +17.1% | +156.4% | -139.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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