+15.6%
SNPS vs APD
+25.0%
-9.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | +3.8% | -2.8% | +1.4% |
| 30D | -5.2% | +8.2% | -13.4% | -4.3% |
| 3M | +10.6% | +4.3% | +6.3% | +11.6% |
| 6M | -10.6% | +4.7% | -15.3% | -10.0% |
| YTD | -3.1% | +31.5% | -34.6% | -2.9% |
| 1Y | +15.6% | +23.5% | -8.0% | +16.7% |
| All | +15.6% | +25.0% | -9.4% | +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