+17.9%
SNPS vs IYR
+4.2%
+13.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.1% |
| 7D | -5.5% | -0.9% | -4.6% | -4.9% |
| 30D | -4.5% | -2.4% | -2.1% | -3.0% |
| 3M | -15.5% | -2.0% | -13.5% | -14.7% |
| 6M | -10.1% | +2.5% | -12.5% | -12.4% |
| YTD | -16.3% | +8.3% | -24.6% | -22.0% |
| 1Y | -34.9% | +6.5% | -41.4% | -38.6% |
| 3Y | -14.4% | +29.3% | -43.7% | -32.3% |
| 5Y | +17.9% | +5.7% | +12.2% | +18.9% |
| All | +17.9% | +4.2% | +13.7% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling