-12.9%
SNPS vs DRI
+68.2%
-81.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -5.2% | +9.7% | -14.8% | -6.2% |
| 3M | +10.6% | +3.2% | +7.4% | +10.0% |
| 6M | -10.6% | +20.6% | -31.2% | -13.3% |
| YTD | -3.1% | +28.3% | -31.3% | -7.6% |
| 1Y | +15.6% | +34.5% | -19.0% | +9.0% |
| 3Y | -12.9% | +66.5% | -79.5% | -24.2% |
| All | -12.9% | +68.2% | -81.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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