-15.6%
SNPS vs GD
+68.4%
-84.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.8% |
| 7D | -11.0% | -5.3% | -5.8% | -9.5% |
| 30D | -1.7% | -6.4% | +4.7% | +0.3% |
| 3M | -20.4% | +5.7% | -26.1% | -22.1% |
| 6M | -8.6% | -0.9% | -7.7% | -8.2% |
| YTD | -16.2% | +8.2% | -24.3% | -19.3% |
| 1Y | -34.6% | +13.4% | -48.0% | -38.3% |
| All | -15.6% | +68.4% | -84.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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