+16.5%
SNPS vs DG
-37.3%
+53.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.3% |
| 7D | -5.5% | -2.5% | -3.0% | -5.4% |
| 30D | -5.8% | +1.0% | -6.8% | -5.8% |
| 3M | -17.2% | +20.3% | -37.5% | -17.7% |
| 6M | -10.4% | -11.7% | +1.4% | -10.0% |
| YTD | -16.5% | -2.3% | -14.2% | -16.4% |
| 1Y | -35.6% | +20.0% | -55.6% | -35.9% |
| 3Y | -14.6% | +7.2% | -21.9% | -14.3% |
| 5Y | +16.5% | -37.9% | +54.4% | +26.5% |
| All | +16.5% | -37.3% | +53.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling