-14.0%
SNPS vs AZO
+10.2%
-24.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -4.6% | -2.9% | -1.7% | -4.2% |
| 30D | -3.3% | -5.3% | +2.0% | -2.6% |
| 3M | -13.8% | -7.3% | -6.4% | -12.9% |
| 6M | -8.2% | -22.7% | +14.5% | -4.5% |
| YTD | -15.4% | -15.0% | -0.4% | -13.6% |
| 1Y | +2.4% | -32.2% | +34.7% | +9.5% |
| All | -14.0% | +10.2% | -24.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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