-15.6%
SNPS vs IP
+21.5%
-37.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -5.8% |
| 7D | -11.0% | -5.3% | -5.8% | -10.2% |
| 30D | -1.7% | -10.9% | +9.1% | +0.1% |
| 3M | -20.4% | +11.2% | -31.5% | -22.6% |
| 6M | -8.6% | -10.2% | +1.6% | -7.2% |
| YTD | -16.2% | -2.0% | -14.2% | -17.0% |
| 1Y | -34.6% | -19.1% | -15.5% | -32.1% |
| All | -15.6% | +21.5% | -37.1% | -17.5% |
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