-9.3%
SNPS vs DGX
+32.7%
-41.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.4% |
| 7D | +0.9% | -0.9% | +1.8% | +0.7% |
| 30D | -3.6% | -1.2% | -2.5% | -3.8% |
| 3M | -12.9% | +15.8% | -28.7% | -9.7% |
| 6M | -8.2% | +18.2% | -26.4% | -4.2% |
| YTD | -15.4% | +37.2% | -52.6% | -8.5% |
| 1Y | -9.3% | +30.4% | -39.6% | -3.9% |
| All | -9.3% | +32.7% | -41.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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