-12.9%
SNPS vs EW
+62.8%
-75.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +1.1% | +4.9% | -3.9% | -0.1% |
| 30D | -5.2% | +23.9% | -29.1% | -10.1% |
| 3M | +10.6% | +15.8% | -5.2% | +6.4% |
| 6M | -10.6% | +31.7% | -42.3% | -17.1% |
| YTD | -3.1% | +25.7% | -28.8% | -9.2% |
| 1Y | +15.6% | +24.4% | -8.9% | +8.4% |
| 3Y | -12.9% | +65.9% | -78.8% | -24.5% |
| All | -12.9% | +62.8% | -75.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling