-14.6%
SNPS vs IT
-51.4%
+36.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +2.0% |
| 7D | -5.5% | -9.1% | +3.6% | -2.6% |
| 30D | -5.8% | -7.0% | +1.2% | -3.8% |
| 3M | -17.2% | +7.6% | -24.8% | -20.8% |
| 6M | -10.4% | +2.1% | -12.5% | -13.3% |
| YTD | -16.5% | -31.6% | +15.0% | -4.5% |
| 1Y | -35.6% | -29.9% | -5.7% | -26.7% |
| 3Y | -14.6% | -51.3% | +36.6% | +26.6% |
| All | -14.6% | -51.4% | +36.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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