+17.1%
SNPS vs AR
+143.7%
-126.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | -11.0% | +2.5% | -13.5% | -11.4% |
| 30D | -1.7% | +14.8% | -16.5% | -3.8% |
| 3M | -20.4% | +6.2% | -26.6% | -21.2% |
| 6M | -8.6% | +4.3% | -12.9% | -9.8% |
| YTD | -16.2% | +14.4% | -30.5% | -18.6% |
| 1Y | -34.6% | +21.3% | -55.9% | -37.4% |
| 3Y | -14.5% | +39.8% | -54.3% | -20.5% |
| All | +17.1% | +143.7% | -126.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling