+4,093.4%
SNPS vs ARWR
-98.0%
+4,191.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.8% | +1.9% | -4.9% |
| 7D | -10.2% | -5.0% | -5.2% | -10.2% |
| 30D | -12.8% | -6.6% | -6.2% | -12.8% |
| 3M | +9.9% | -33.9% | +43.7% | +10.0% |
| 6M | -12.4% | -23.3% | +10.9% | -12.3% |
| YTD | -6.3% | -13.5% | +7.2% | -6.2% |
| 1Y | +7.6% | +42.5% | -34.9% | +7.5% |
| 3Y | -9.8% | +104.1% | -113.9% | -10.1% |
| 5Y | +29.2% | -28.8% | +58.0% | +28.9% |
| 10Y | +663.8% | +911.6% | -247.9% | +661.1% |
| All | +4,093.4% | -98.0% | +4,191.5% | +4,592.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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