-14.9%
SNPS vs IYR
+29.2%
-44.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | -5.5% | -0.9% | -4.6% | -5.1% |
| 30D | -4.5% | -2.4% | -2.1% | -3.5% |
| 3M | -15.5% | -2.0% | -13.5% | -15.0% |
| 6M | -10.1% | +2.5% | -12.5% | -11.9% |
| YTD | -16.3% | +8.3% | -24.6% | -20.5% |
| 1Y | -34.9% | +6.5% | -41.4% | -37.6% |
| All | -14.9% | +29.2% | -44.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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