-34.6%
SNPS vs B
+70.0%
-104.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.0% |
| 7D | -11.0% | -1.6% | -9.4% | -10.7% |
| 30D | -1.7% | +9.4% | -11.2% | -3.3% |
| 3M | -20.4% | +5.0% | -25.3% | -21.1% |
| 6M | -8.6% | -3.5% | -5.1% | -8.3% |
| YTD | -16.2% | +4.5% | -20.6% | -18.0% |
| 1Y | -34.6% | +67.8% | -102.4% | -46.9% |
| All | -34.6% | +70.0% | -104.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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