-14.9%
SNPS vs BR
-5.1%
-9.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.5% | -5.0% | -0.5% | -3.4% |
| 30D | -4.5% | -2.5% | -2.0% | -3.5% |
| 3M | -15.5% | +13.5% | -29.0% | -20.2% |
| 6M | -10.1% | -9.4% | -0.7% | -5.4% |
| YTD | -16.3% | -23.3% | +7.0% | -3.8% |
| 1Y | -34.9% | -31.6% | -3.3% | -19.7% |
| All | -14.9% | -5.1% | -9.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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