+31.4%
SNPS vs DD
+58.5%
-27.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.8% |
| 7D | -3.7% | +4.6% | -8.3% | -6.0% |
| 30D | -10.4% | +11.8% | -22.2% | -15.4% |
| 3M | +11.0% | +2.2% | +8.8% | +9.5% |
| 6M | -10.7% | -1.6% | -9.1% | -10.6% |
| YTD | -4.1% | +23.0% | -27.1% | -15.4% |
| 1Y | +13.7% | +26.9% | -13.2% | -1.4% |
| 3Y | -8.1% | +77.9% | -85.9% | -35.8% |
| All | +31.4% | +58.5% | -27.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling