+11.2%
SNPS vs DG
+45.3%
-34.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | 0.0% |
| 7D | -3.9% | +12.3% | -16.2% | -4.0% |
| 30D | -5.2% | +19.3% | -24.5% | -5.9% |
| 3M | +14.6% | +11.9% | +2.8% | +14.1% |
| 6M | -6.9% | +25.0% | -31.9% | -7.7% |
| YTD | -1.4% | +8.7% | -10.2% | +0.1% |
| 1Y | +11.2% | +44.7% | -33.5% | +12.4% |
| All | +11.2% | +45.3% | -34.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling