-34.9%
SNPS vs DT
+1.4%
-36.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -5.5% | -0.5% | -4.9% | -5.3% |
| 30D | -4.5% | +0.1% | -4.5% | -4.5% |
| 3M | -15.5% | +24.1% | -39.6% | -25.3% |
| 6M | -10.1% | +30.1% | -40.2% | -24.3% |
| YTD | -16.3% | +16.8% | -33.0% | -19.8% |
| 1Y | -34.9% | -0.1% | -34.8% | -13.2% |
| All | -34.9% | +1.4% | -36.3% | -13.2% |
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