-10.1%
SNPS vs IP
+12.9%
-23.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -4.2% |
| 7D | -10.2% | -5.0% | -5.2% | -9.4% |
| 30D | -12.8% | +6.5% | -19.4% | -13.8% |
| 3M | +9.9% | -18.0% | +27.9% | +13.3% |
| 6M | -12.4% | +10.3% | -22.7% | -15.3% |
| YTD | -6.3% | -9.9% | +3.6% | -5.9% |
| 1Y | +7.6% | -1.1% | +8.7% | +5.2% |
| All | -10.1% | +12.9% | -23.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling