+429.2%
SNPS vs IR
+288.5%
+140.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.9% |
| 7D | -11.0% | -2.8% | -8.2% | -10.1% |
| 30D | -1.7% | -15.1% | +13.4% | +4.3% |
| 3M | -20.4% | +6.1% | -26.4% | -22.7% |
| 6M | -8.6% | -16.8% | +8.2% | -3.3% |
| YTD | -16.2% | -3.5% | -12.6% | -16.8% |
| 1Y | -34.6% | -3.5% | -31.1% | -35.3% |
| 3Y | -14.5% | +9.5% | -23.9% | -19.4% |
| 5Y | +17.0% | +45.1% | -28.1% | -0.6% |
| All | +429.2% | +288.5% | +140.7% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling