-23.4%
SNPS vs GLXY
+12.0%
-35.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -11.0% | +13.4% | -24.5% | -12.9% |
| 30D | -1.7% | +38.1% | -39.8% | -6.9% |
| 3M | -20.4% | -7.3% | -13.0% | -20.7% |
| 6M | -8.6% | +8.2% | -16.8% | -12.7% |
| YTD | -16.2% | +17.8% | -33.9% | -21.9% |
| 1Y | -34.6% | +14.9% | -49.5% | -38.3% |
| All | -23.4% | +12.0% | -35.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling