+0.2%
SNPS vs IRE
-97.7%
+97.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.8% | +14.3% | -0.6% |
| 7D | -0.6% | -41.9% | +41.3% | +1.6% |
| 30D | -9.8% | -75.1% | +65.3% | -4.2% |
| 3M | +11.7% | -82.4% | +94.1% | +19.8% |
| 6M | -10.9% | -95.5% | +84.6% | 0.0% |
| YTD | -2.1% | -93.1% | +91.0% | +2.7% |
| 1Y | +14.8% | -97.8% | +112.6% | +23.3% |
| All | +0.2% | -97.7% | +97.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling