+959.3%
SNPS vs AR
-27.2%
+986.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | -11.0% | +2.5% | -13.5% | -11.2% |
| 30D | -1.7% | +14.8% | -16.5% | -2.8% |
| 3M | -20.4% | +6.2% | -26.6% | -20.8% |
| 6M | -8.6% | +4.3% | -12.9% | -9.2% |
| YTD | -16.2% | +14.4% | -30.5% | -17.4% |
| 1Y | -34.6% | +21.3% | -55.9% | -36.0% |
| 3Y | -14.5% | +39.8% | -54.3% | -17.5% |
| 5Y | +17.0% | +142.1% | -125.1% | +8.3% |
| 10Y | +560.0% | +52.0% | +508.0% | +509.6% |
| All | +959.3% | -27.2% | +986.5% | +911.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling