+68.7%
SNPS vs AUR
-34.9%
+103.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.9% |
| 7D | -5.5% | +19.2% | -24.7% | -8.0% |
| 30D | -5.8% | -7.8% | +2.0% | -4.9% |
| 3M | -17.2% | +4.0% | -21.2% | -18.1% |
| 6M | -10.4% | +45.0% | -55.4% | -16.3% |
| YTD | -16.5% | +69.5% | -86.1% | -23.9% |
| 1Y | -35.6% | +13.0% | -48.7% | -38.0% |
| 3Y | -14.6% | +90.4% | -105.0% | -30.5% |
| 5Y | +16.5% | -34.2% | +50.6% | +0.2% |
| All | +68.7% | -34.9% | +103.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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