+3,650.9%
SNPS vs ARWR
-97.0%
+3,747.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -11.0% | +1.7% | -12.7% | -11.0% |
| 30D | -1.7% | -0.7% | -1.1% | -1.7% |
| 3M | -20.4% | +14.9% | -35.2% | -20.4% |
| 6M | -8.6% | +32.6% | -41.2% | -8.7% |
| YTD | -16.2% | +30.0% | -46.2% | -16.2% |
| 1Y | -34.6% | +208.4% | -242.9% | -34.8% |
| 3Y | -14.5% | +208.8% | -223.3% | -14.9% |
| 5Y | +17.0% | +27.8% | -10.8% | +16.5% |
| 10Y | +560.0% | +1,107.6% | -547.5% | +556.9% |
| All | +3,650.9% | -97.0% | +3,747.9% | +4,092.3% |
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