-8.1%
SNPS vs DD
+78.0%
-86.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | -3.7% | +4.6% | -8.3% | -5.6% |
| 30D | -10.4% | +11.8% | -22.2% | -14.6% |
| 3M | +11.0% | +2.2% | +8.8% | +9.8% |
| 6M | -10.7% | -1.6% | -9.1% | -10.5% |
| YTD | -4.1% | +23.0% | -27.1% | -13.7% |
| 1Y | +13.7% | +26.9% | -13.2% | +0.8% |
| 3Y | -8.1% | +77.9% | -85.9% | -29.3% |
| All | -8.1% | +78.0% | -86.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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