-14.0%
SNPS vs ITW
+18.9%
-32.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -4.6% | -2.4% | -2.2% | -3.7% |
| 30D | -3.3% | -9.5% | +6.2% | +0.6% |
| 3M | -13.8% | +6.6% | -20.4% | -16.4% |
| 6M | -8.2% | -1.8% | -6.4% | -8.0% |
| YTD | -15.4% | +9.0% | -24.5% | -20.7% |
| 1Y | +2.4% | +3.6% | -1.1% | -1.0% |
| All | -14.0% | +18.9% | -32.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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