+19.8%
SNPS vs DHI
+61.2%
-41.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +0.9% | -3.4% | +4.3% | +2.0% |
| 30D | -3.6% | -5.4% | +1.8% | -2.1% |
| 3M | -12.9% | -10.4% | -2.5% | -10.2% |
| 6M | -8.2% | -2.8% | -5.5% | -8.7% |
| YTD | -15.4% | -3.4% | -12.0% | -16.3% |
| 1Y | -9.3% | -22.9% | +13.6% | -2.9% |
| 3Y | -14.0% | +20.7% | -34.6% | -29.2% |
| All | +19.8% | +61.2% | -41.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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