-7.6%
SNPS vs DAR
+21.9%
-29.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.1% |
| 7D | +0.2% | -2.8% | +2.9% | +0.5% |
| 30D | -8.4% | -12.8% | +4.4% | -7.1% |
| 3M | +12.3% | -11.6% | +23.8% | +13.3% |
| 6M | -9.6% | -16.8% | +7.2% | -8.2% |
| YTD | -0.6% | +45.9% | -46.5% | -7.7% |
| 1Y | +18.7% | +61.5% | -42.8% | +8.2% |
| 3Y | -7.6% | +23.0% | -30.5% | -14.6% |
| All | -7.6% | +21.9% | -29.4% | -14.6% |
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