-11.3%
SNPS vs D
+74.2%
-85.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.4% |
| 7D | -0.6% | +2.4% | -3.0% | +0.1% |
| 30D | -9.8% | +10.9% | -20.7% | -7.0% |
| 3M | +11.7% | +2.8% | +8.9% | +13.0% |
| 6M | -10.9% | +12.7% | -23.6% | -7.7% |
| YTD | -2.1% | +20.3% | -22.4% | +3.4% |
| 1Y | +14.8% | +17.1% | -2.4% | +20.6% |
| 3Y | -11.3% | +75.1% | -86.5% | -1.6% |
| All | -11.3% | +74.2% | -85.5% | -1.6% |
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