+4,306.6%
SNPS vs ARWR
-98.4%
+4,405.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.1% |
| 7D | +5.1% | -17.9% | +23.0% | +5.1% |
| 30D | -6.4% | -18.9% | +12.5% | -6.4% |
| 3M | +12.2% | -46.0% | +58.2% | +12.4% |
| 6M | -9.8% | -40.3% | +30.5% | -9.7% |
| YTD | -1.5% | -29.0% | +27.5% | -1.4% |
| 1Y | +16.0% | +13.8% | +2.2% | +15.9% |
| 3Y | -10.8% | +74.9% | -85.7% | -11.1% |
| 5Y | +33.3% | -36.2% | +69.6% | +33.1% |
| 10Y | +675.9% | +1,028.0% | -352.1% | +673.8% |
| All | +4,306.6% | -98.4% | +4,405.0% | +4,834.2% |
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