-34.6%
SNPS vs AU
+100.5%
-135.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.2% |
| 7D | -11.0% | -3.6% | -7.4% | -10.7% |
| 30D | -1.7% | +23.9% | -25.6% | -3.3% |
| 3M | -20.4% | +19.1% | -39.4% | -21.5% |
| 6M | -8.6% | -0.2% | -8.5% | -9.5% |
| YTD | -16.2% | +32.5% | -48.6% | -17.3% |
| 1Y | -34.6% | +96.9% | -131.5% | -18.3% |
| All | -34.6% | +100.5% | -135.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling