-14.0%
SNPS vs DLR
+59.3%
-73.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +1.6% | -12.6% | -11.5% |
| 30D | -1.7% | -3.4% | +1.6% | -0.6% |
| 3M | -20.4% | +0.5% | -20.9% | -20.9% |
| 6M | -8.6% | +4.6% | -13.2% | -10.8% |
| YTD | -16.2% | +23.4% | -39.6% | -23.5% |
| 1Y | -34.6% | +19.0% | -53.6% | -40.3% |
| All | -14.0% | +59.3% | -73.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling