-18.5%
SNPS vs AS
+133.7%
-152.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.3% |
| 7D | -10.2% | +7.1% | -17.3% | -11.7% |
| 30D | -12.8% | +12.8% | -25.7% | -15.5% |
| 3M | +9.9% | -14.7% | +24.6% | +13.8% |
| 6M | -12.4% | -9.9% | -2.4% | -11.0% |
| YTD | -6.3% | -16.1% | +9.9% | -3.5% |
| 1Y | +7.6% | +0.2% | +7.5% | +5.5% |
| All | -18.5% | +133.7% | -152.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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