+31.7%
SNPS vs DAR
-27.0%
+58.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | +1.1% | +11.6% | -10.5% | -1.1% |
| 30D | -5.2% | -10.2% | +5.1% | -3.2% |
| 3M | +10.6% | -14.8% | +25.4% | +13.6% |
| 6M | -10.6% | -10.1% | -0.5% | -9.6% |
| YTD | -3.1% | +55.5% | -58.6% | -13.9% |
| 1Y | +15.6% | +61.7% | -46.1% | +1.5% |
| 3Y | -12.9% | +37.2% | -50.1% | -24.0% |
| All | +31.7% | -27.0% | +58.6% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling