-15.6%
SNPS vs D
+56.9%
-72.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.7% |
| 7D | -11.0% | +0.4% | -11.5% | -10.9% |
| 30D | -1.7% | -3.6% | +1.8% | -2.5% |
| 3M | -20.4% | -1.0% | -19.4% | -20.5% |
| 6M | -8.6% | +6.3% | -14.9% | -7.3% |
| YTD | -16.2% | +14.7% | -30.9% | -13.6% |
| 1Y | -34.6% | +16.9% | -51.5% | -32.3% |
| All | -15.6% | +56.9% | -72.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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