+17.1%
SNPS vs COMP
-31.2%
+48.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -11.0% | +1.4% | -12.4% | -11.2% |
| 30D | -1.7% | -13.3% | +11.6% | +0.1% |
| 3M | -20.4% | +41.1% | -61.5% | -24.7% |
| 6M | -8.6% | +17.2% | -25.8% | -12.2% |
| YTD | -16.2% | +5.2% | -21.4% | -18.4% |
| 1Y | -34.6% | +18.9% | -53.5% | -37.8% |
| 3Y | -14.5% | +215.9% | -230.4% | -33.5% |
| All | +17.1% | -31.2% | +48.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling