-12.9%
SNPS vs AU
+507.6%
-520.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +1.1% | -7.2% | +8.3% | +1.8% |
| 30D | -5.2% | -2.9% | -2.3% | -4.9% |
| 3M | +10.6% | -8.7% | +19.2% | +11.5% |
| 6M | -10.6% | -14.1% | +3.5% | -9.7% |
| YTD | -3.1% | +4.8% | -7.9% | -4.2% |
| 1Y | +15.6% | +11.9% | +3.7% | +13.6% |
| 3Y | -12.9% | +513.8% | -526.8% | -25.8% |
| All | -12.9% | +507.6% | -520.5% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling