+33.8%
SNPS vs FIVE
+17.0%
+16.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | +5.1% | +2.4% | +2.6% | +4.5% |
| 30D | -6.4% | +15.8% | -22.3% | -9.6% |
| 3M | +12.2% | +3.8% | +8.4% | +10.6% |
| 6M | -9.8% | +18.5% | -28.4% | -14.6% |
| YTD | -1.5% | +31.2% | -32.7% | -9.5% |
| 1Y | +16.0% | +61.8% | -45.8% | +0.9% |
| 3Y | -10.8% | +39.9% | -50.7% | -23.6% |
| All | +33.8% | +17.0% | +16.9% | +24.9% |
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