+16.5%
SNPS vs KEY
+22.7%
-6.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.8% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -8.4% | +7.2% | -15.6% | -10.2% |
| 3M | +12.3% | -4.9% | +17.2% | +14.6% |
| 6M | -9.6% | +1.1% | -10.6% | -9.8% |
| YTD | -0.6% | +6.8% | -7.4% | -3.7% |
| All | +16.5% | +22.7% | -6.2% | +10.6% |
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