+11.2%
SNPS vs APD
+36.4%
-25.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.3% |
| 7D | -3.9% | +3.8% | -7.7% | -3.3% |
| 30D | -5.2% | +14.1% | -19.3% | -3.3% |
| 3M | +14.6% | +8.2% | +6.4% | +16.6% |
| 6M | -6.9% | +7.5% | -14.5% | -5.7% |
| YTD | -1.4% | +31.7% | -33.1% | +1.7% |
| 1Y | +11.2% | +35.1% | -23.9% | +16.7% |
| All | +11.2% | +36.4% | -25.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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