-4.1%
SNPS vs IRE
-98.0%
+93.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -33.9% | +29.1% | -2.9% |
| 7D | -10.2% | -57.1% | +47.0% | -6.4% |
| 30D | -12.8% | -84.4% | +71.6% | -4.7% |
| 3M | +9.9% | -85.0% | +94.8% | +19.2% |
| 6M | -12.4% | -95.2% | +82.9% | -1.7% |
| YTD | -6.3% | -93.9% | +87.7% | -0.4% |
| 1Y | +7.6% | -98.8% | +106.5% | +18.9% |
| All | -4.1% | -98.0% | +93.9% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling