+31.4%
SNPS vs DT
-43.6%
+74.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.6% |
| 7D | -3.7% | -24.7% | +21.0% | +9.0% |
| 30D | -10.4% | -27.4% | +17.0% | +3.0% |
| 3M | +11.0% | -11.1% | +22.1% | +15.7% |
| 6M | -10.7% | +13.7% | -24.4% | -19.3% |
| YTD | -4.1% | +0.2% | -4.3% | -8.2% |
| 1Y | +13.7% | -5.7% | +19.4% | +11.8% |
| 3Y | -8.1% | -8.1% | +0.1% | -8.9% |
| All | +31.4% | -43.6% | +74.9% | +54.8% |
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