-15.6%
SNPS vs B
+198.7%
-214.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.0% |
| 7D | -11.0% | -1.6% | -9.4% | -10.8% |
| 30D | -1.7% | +9.4% | -11.2% | -3.2% |
| 3M | -20.4% | +5.0% | -25.3% | -21.2% |
| 6M | -8.6% | -3.5% | -5.1% | -8.6% |
| YTD | -16.2% | +4.5% | -20.6% | -17.5% |
| 1Y | -34.6% | +67.8% | -102.4% | -40.4% |
| All | -15.6% | +198.7% | -214.4% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling