-12.9%
SNPS vs IR
+25.2%
-38.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | +2.5% | -1.5% | 0.0% |
| 30D | -5.2% | +9.2% | -14.3% | -8.7% |
| 3M | +10.6% | +0.9% | +9.6% | +9.9% |
| 6M | -10.6% | +19.2% | -29.9% | -18.5% |
| YTD | -3.1% | +7.5% | -10.6% | -9.7% |
| 1Y | +15.6% | +11.7% | +3.8% | +4.8% |
| 3Y | -12.9% | +23.9% | -36.9% | -21.9% |
| All | -12.9% | +25.2% | -38.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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