+197.2%
SNPS vs DT
+103.5%
+93.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | -11.0% | -3.3% | -7.7% | -9.8% |
| 30D | -1.7% | +2.0% | -3.8% | -2.7% |
| 3M | -20.4% | +20.0% | -40.4% | -27.0% |
| 6M | -8.6% | +39.3% | -47.9% | -22.5% |
| YTD | -16.2% | +19.8% | -35.9% | -24.2% |
| 1Y | -34.6% | +4.3% | -38.9% | -36.5% |
| 3Y | -14.5% | +7.7% | -22.2% | -19.6% |
| 5Y | +17.0% | -26.8% | +43.8% | +19.9% |
| All | +197.2% | +103.5% | +93.7% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling