-34.9%
SNPS vs DG
+17.9%
-52.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.3% |
| 7D | -5.5% | -4.8% | -0.6% | -5.5% |
| 30D | -4.5% | +1.8% | -6.2% | -4.5% |
| 3M | -15.5% | +14.5% | -30.0% | -15.2% |
| 6M | -10.1% | -13.6% | +3.5% | -10.3% |
| YTD | -16.3% | -4.8% | -11.4% | -15.3% |
| 1Y | -34.9% | +21.6% | -56.5% | -30.6% |
| All | -34.9% | +17.9% | -52.9% | -30.6% |
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