-8.6%
SNPS vs DG
-13.1%
+4.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.5% |
| 7D | -11.0% | +8.4% | -19.4% | -11.7% |
| 30D | -1.7% | +4.9% | -6.7% | -2.3% |
| 3M | -20.4% | +29.3% | -49.7% | -22.2% |
| 6M | -8.6% | -11.3% | +2.6% | +4.3% |
| All | -8.6% | -13.1% | +4.5% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling