+11.2%
SNPS vs DT
-5.1%
+16.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -3.9% | -25.5% | +21.6% | +5.0% |
| 30D | -5.2% | -22.3% | +17.1% | +2.1% |
| 3M | +14.6% | +2.3% | +12.3% | +12.9% |
| 6M | -6.9% | +20.7% | -27.7% | -14.5% |
| YTD | -1.4% | +7.9% | -9.4% | -8.2% |
| 1Y | +11.2% | -5.7% | +16.9% | +5.3% |
| All | +11.2% | -5.1% | +16.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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