-34.6%
SNPS vs AR
+22.7%
-57.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | -11.0% | +2.5% | -13.5% | -10.9% |
| 30D | -1.7% | +14.8% | -16.5% | -1.1% |
| 3M | -20.4% | +6.2% | -26.6% | -19.9% |
| 6M | -8.6% | +4.3% | -12.9% | -8.9% |
| YTD | -16.2% | +14.4% | -30.5% | -16.7% |
| 1Y | -34.6% | +21.3% | -55.9% | -32.8% |
| All | -34.6% | +22.7% | -57.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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