+31.7%
SNPS vs HWM
+591.3%
-559.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.1% | +7.3% | -6.2% | -1.7% |
| 30D | -5.2% | +1.6% | -6.7% | -6.0% |
| 3M | +10.6% | -21.9% | +32.4% | +20.5% |
| 6M | -10.6% | -19.0% | +8.4% | -4.5% |
| YTD | -3.1% | +7.9% | -11.0% | -10.0% |
| 1Y | +15.6% | +9.9% | +5.6% | +6.1% |
| 3Y | -12.9% | +342.1% | -355.1% | -62.1% |
| All | +31.7% | +591.3% | -559.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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