-11.3%
SNPS vs AXON
+40.0%
-51.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -0.6% | -27.4% | +26.7% | +5.1% |
| 30D | -9.8% | -28.5% | +18.6% | -4.4% |
| 3M | +11.7% | -49.3% | +61.0% | +26.3% |
| 6M | -10.9% | -25.0% | +14.1% | -8.3% |
| YTD | -2.1% | -46.7% | +44.6% | +7.3% |
| 1Y | +14.8% | -48.3% | +63.0% | +26.6% |
| 3Y | -11.3% | +38.8% | -50.2% | -21.1% |
| All | -11.3% | +40.0% | -51.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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