-15.6%
SNPS vs DECK
-3.0%
-12.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -6.9% | -5.8% |
| 7D | -11.0% | -2.2% | -8.8% | -10.6% |
| 30D | -1.7% | -13.6% | +11.9% | +1.5% |
| 3M | -20.4% | -21.2% | +0.9% | -16.2% |
| 6M | -8.6% | -21.1% | +12.5% | -4.3% |
| YTD | -16.2% | -17.2% | +1.1% | -13.9% |
| 1Y | -34.6% | -30.7% | -3.8% | -29.6% |
| All | -15.6% | -3.0% | -12.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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