+28.4%
SNPS vs KEY
+12.3%
+16.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -4.1% |
| 7D | -10.2% | -2.5% | -7.7% | -9.5% |
| 30D | -12.8% | +4.1% | -16.9% | -13.8% |
| 3M | +9.9% | -8.4% | +18.2% | +12.3% |
| 6M | -12.4% | -2.3% | -10.1% | -12.0% |
| YTD | -6.3% | +4.6% | -10.8% | -7.8% |
| 1Y | +7.6% | +24.6% | -16.9% | +1.0% |
| 3Y | -9.8% | +112.8% | -122.5% | -26.0% |
| All | +28.4% | +12.3% | +16.1% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling