-10.1%
SNPS vs D
+82.3%
-92.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -10.2% | +6.9% | -17.1% | -8.4% |
| 30D | -12.8% | +12.3% | -25.2% | -9.8% |
| 3M | +9.9% | +3.0% | +6.8% | +11.2% |
| 6M | -12.4% | +12.8% | -25.2% | -9.1% |
| YTD | -6.3% | +22.6% | -28.8% | -0.6% |
| 1Y | +7.6% | +21.7% | -14.0% | +14.1% |
| All | -10.1% | +82.3% | -92.4% | +0.2% |
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