+17.0%
SNPS vs IT
-40.2%
+57.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -3.3% |
| 7D | -11.0% | -6.0% | -5.0% | -8.4% |
| 30D | -1.7% | 0.0% | -1.7% | -2.2% |
| 3M | -20.4% | +13.1% | -33.4% | -27.0% |
| 6M | -8.6% | +11.7% | -20.3% | -17.0% |
| YTD | -16.2% | -26.1% | +10.0% | -4.8% |
| 1Y | -34.6% | -21.3% | -13.3% | -28.0% |
| 3Y | -14.5% | -46.7% | +32.3% | +13.1% |
| All | +17.0% | -40.2% | +57.2% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling