+15.6%
SNPS vs AR
+11.3%
+4.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | +7.4% | -6.3% | +1.4% |
| 30D | -5.2% | +5.8% | -10.9% | -4.7% |
| 3M | +10.6% | +5.2% | +5.3% | +10.8% |
| 6M | -10.6% | +5.4% | -16.1% | -10.1% |
| YTD | -3.1% | +12.4% | -15.5% | -4.0% |
| 1Y | +15.6% | +12.8% | +2.7% | +14.5% |
| All | +15.6% | +11.3% | +4.2% | +14.5% |
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