+17.9%
SNPS vs INDA
+5.9%
+12.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | -5.5% | -2.6% | -2.9% | -3.4% |
| 30D | -4.5% | -2.9% | -1.6% | -2.2% |
| 3M | -15.5% | +2.4% | -17.9% | -17.2% |
| 6M | -10.1% | -2.6% | -7.4% | -8.3% |
| YTD | -16.3% | -10.0% | -6.3% | -9.1% |
| 1Y | -34.9% | -7.7% | -27.3% | -31.4% |
| 3Y | -14.4% | +8.9% | -23.2% | -23.9% |
| 5Y | +17.9% | +6.0% | +11.9% | +5.3% |
| All | +17.9% | +5.9% | +12.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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