+28.4%
SNPS vs DRI
+75.8%
-47.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.6% |
| 7D | -10.2% | +3.7% | -13.9% | -11.2% |
| 30D | -12.8% | +13.5% | -26.3% | -16.5% |
| 3M | +9.9% | +10.4% | -0.5% | +5.6% |
| 6M | -12.4% | +19.5% | -31.9% | -18.4% |
| YTD | -6.3% | +28.2% | -34.5% | -16.0% |
| 1Y | +7.6% | +31.0% | -23.4% | -4.6% |
| 3Y | -9.8% | +67.1% | -76.8% | -32.0% |
| All | +28.4% | +75.8% | -47.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling