-34.6%
SNPS vs KEY
+21.3%
-55.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +2.2% | -13.2% | -11.8% |
| 30D | -1.7% | -3.0% | +1.3% | -0.6% |
| 3M | -20.4% | +3.3% | -23.7% | -21.4% |
| 6M | -8.6% | +9.2% | -17.8% | -12.6% |
| YTD | -16.2% | +10.6% | -26.8% | -20.5% |
| 1Y | -34.6% | +20.4% | -55.0% | -42.6% |
| All | -34.6% | +21.3% | -55.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling