+19.8%
SNPS vs IJH
+46.8%
-27.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.0% |
| 7D | -4.6% | -2.5% | -2.1% | -2.0% |
| 30D | -3.3% | -5.0% | +1.7% | +2.4% |
| 3M | -13.8% | +0.5% | -14.3% | -14.3% |
| 6M | -8.2% | +8.2% | -16.4% | -15.8% |
| YTD | -15.4% | +12.5% | -27.9% | -25.6% |
| 1Y | +2.4% | +14.4% | -12.0% | -11.2% |
| 3Y | -13.5% | +49.5% | -63.0% | -43.1% |
| All | +19.8% | +46.8% | -27.0% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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