+73.2%
SNPS vs COMP
-56.6%
+129.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.2% | +3.3% | -3.8% |
| 7D | -10.2% | -1.8% | -8.4% | -10.0% |
| 30D | -12.8% | -0.8% | -12.1% | -13.0% |
| 3M | +9.9% | -28.1% | +38.0% | +14.4% |
| 6M | -12.4% | +27.0% | -39.4% | -16.8% |
| YTD | -6.3% | -12.8% | +6.5% | -6.7% |
| 1Y | +7.6% | +4.9% | +2.7% | +4.3% |
| 3Y | -9.8% | +321.0% | -330.8% | -32.8% |
| 5Y | +29.2% | -25.6% | +54.8% | +16.8% |
| All | +73.2% | -56.6% | +129.8% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling