-35.6%
SNPS vs APD
+5.6%
-41.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -5.5% | -2.5% | -3.0% | -5.4% |
| 30D | -5.8% | -1.9% | -3.9% | -5.7% |
| 3M | -17.2% | +8.2% | -25.4% | -17.4% |
| 6M | -10.4% | +10.7% | -21.1% | -11.1% |
| YTD | -16.5% | +22.9% | -39.5% | -18.9% |
| 1Y | -35.6% | +5.8% | -41.4% | -26.2% |
| All | -35.6% | +5.6% | -41.3% | -26.2% |
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