+17.1%
SNPS vs DT
-27.0%
+44.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.6% |
| 7D | -11.0% | -3.3% | -7.7% | -9.6% |
| 30D | -1.7% | +2.0% | -3.8% | -2.9% |
| 3M | -20.4% | +20.0% | -40.4% | -27.8% |
| 6M | -8.6% | +39.3% | -47.9% | -24.3% |
| YTD | -16.2% | +19.8% | -35.9% | -25.3% |
| 1Y | -34.6% | +4.3% | -38.9% | -36.7% |
| 3Y | -14.5% | +7.7% | -22.2% | -20.4% |
| All | +17.1% | -27.0% | +44.1% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling