+35.8%
SNPS vs KEY
+14.6%
+21.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -8.0% | +6.7% | -14.8% | -9.7% |
| 3M | +12.5% | -4.6% | +17.1% | +13.8% |
| 6M | -10.5% | +2.6% | -13.1% | -11.3% |
| YTD | -1.6% | +7.0% | -8.6% | -3.8% |
| 1Y | +16.8% | +23.5% | -6.6% | +9.9% |
| 3Y | -10.9% | +126.4% | -137.3% | -28.0% |
| 5Y | +35.8% | +13.0% | +22.7% | +36.9% |
| All | +35.8% | +14.6% | +21.1% | +36.9% |
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