-10.1%
SNPS vs GEN
+84.3%
-94.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -10.2% | +8.5% | -18.7% | -12.7% |
| 30D | -12.8% | +34.2% | -47.0% | -21.9% |
| 3M | +9.9% | +10.0% | -0.1% | +4.9% |
| 6M | -12.4% | +56.8% | -69.1% | -29.6% |
| YTD | -6.3% | +14.2% | -20.5% | -13.5% |
| 1Y | +7.6% | +20.8% | -13.2% | -3.3% |
| All | -10.1% | +84.3% | -94.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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