+17.1%
SNPS vs FIVE
+31.2%
-14.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.1% | -10.5% | -6.6% |
| 7D | -11.0% | +4.3% | -15.3% | -12.0% |
| 30D | -1.7% | +12.5% | -14.3% | -4.8% |
| 3M | -20.4% | +31.2% | -51.6% | -25.9% |
| 6M | -8.6% | +14.4% | -23.0% | -12.8% |
| YTD | -16.2% | +33.9% | -50.0% | -23.2% |
| 1Y | -34.6% | +65.1% | -99.6% | -43.5% |
| 3Y | -14.5% | +49.0% | -63.4% | -28.4% |
| All | +17.1% | +31.2% | -14.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling