+0.7%
SNPS vs IRE
-97.5%
+98.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.1% | -11.6% | -0.2% |
| 7D | -0.2% | -15.1% | +15.0% | 0.0% |
| 30D | -8.0% | -71.4% | +63.3% | -3.1% |
| 3M | +12.5% | -81.2% | +93.6% | +20.0% |
| 6M | -10.5% | -93.7% | +83.3% | -1.3% |
| YTD | -1.6% | -92.2% | +90.6% | +2.5% |
| 1Y | +16.8% | -97.3% | +114.1% | +24.2% |
| All | +0.7% | -97.5% | +98.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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