+16.5%
SNPS vs HIG
+122.5%
-106.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | -5.5% | -1.1% | -4.4% | -5.2% |
| 30D | -5.8% | -4.9% | -0.9% | -4.5% |
| 3M | -17.2% | +6.8% | -24.0% | -19.2% |
| 6M | -10.4% | -1.7% | -8.7% | -10.5% |
| YTD | -16.5% | -0.2% | -16.3% | -17.2% |
| 1Y | -35.6% | +5.7% | -41.3% | -37.7% |
| 3Y | -14.6% | +100.3% | -114.9% | -36.5% |
| 5Y | +16.5% | +118.5% | -102.0% | -21.7% |
| All | +16.5% | +122.5% | -106.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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