-10.1%
SNPS vs AR
+20.9%
-31.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.5% |
| 7D | -10.2% | -11.7% | +1.5% | -8.5% |
| 30D | -12.8% | +1.8% | -14.7% | -13.2% |
| 3M | +9.9% | +6.0% | +3.9% | +8.3% |
| 6M | -12.4% | -7.0% | -5.4% | -11.8% |
| YTD | -6.3% | +5.6% | -11.8% | -8.9% |
| 1Y | +7.6% | +10.8% | -3.2% | +3.1% |
| All | -10.1% | +20.9% | -31.1% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling