-11.3%
SNPS vs FIVE
+43.9%
-55.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | +7.3% | -8.0% | -1.6% |
| 30D | -9.8% | +18.1% | -27.9% | -11.8% |
| 3M | +11.7% | +7.7% | +4.0% | +10.2% |
| 6M | -10.9% | +13.6% | -24.6% | -13.2% |
| YTD | -2.1% | +34.6% | -36.7% | -7.3% |
| 1Y | +14.8% | +66.2% | -51.5% | +5.0% |
| 3Y | -11.3% | +43.5% | -54.8% | -29.5% |
| All | -11.3% | +43.9% | -55.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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