-14.0%
SNPS vs DAR
+13.3%
-27.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -11.0% | +1.4% | -12.4% | -11.2% |
| 30D | -1.7% | +12.8% | -14.5% | -3.4% |
| 3M | -20.4% | +7.4% | -27.7% | -21.3% |
| 6M | -8.6% | +22.3% | -30.9% | -11.6% |
| YTD | -16.2% | +81.1% | -97.2% | -23.8% |
| 1Y | -34.6% | +106.5% | -141.1% | -42.0% |
| All | -14.0% | +13.3% | -27.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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