+28.4%
SNPS vs IR
+42.4%
-14.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.5% |
| 7D | -10.2% | +2.3% | -12.5% | -11.3% |
| 30D | -12.8% | +3.3% | -16.2% | -14.3% |
| 3M | +9.9% | -9.0% | +18.9% | +15.0% |
| 6M | -12.4% | +8.0% | -20.4% | -17.2% |
| YTD | -6.3% | +3.4% | -9.7% | -11.6% |
| 1Y | +7.6% | +4.5% | +3.1% | +0.5% |
| 3Y | -9.8% | +25.6% | -35.3% | -27.1% |
| All | +28.4% | +42.4% | -14.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling