+16.5%
SNPS vs B
+24.4%
-7.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.6% | +2.8% |
| 7D | +0.2% | +11.3% | -11.1% | -2.0% |
| 30D | -8.4% | +2.9% | -11.4% | -9.0% |
| 3M | +12.3% | -2.9% | +15.1% | +12.8% |
| 6M | -9.6% | -1.2% | -8.4% | -9.5% |
| YTD | -0.6% | -1.3% | +0.7% | -1.3% |
| All | +16.5% | +24.4% | -7.8% | +10.5% |
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