+11.2%
SNPS vs KEYS
+55.9%
-44.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +2.2% |
| 7D | -3.9% | -14.8% | +10.9% | +1.5% |
| 30D | -5.2% | -25.6% | +20.4% | +4.6% |
| 3M | +14.6% | -16.2% | +30.9% | +21.9% |
| 6M | -6.9% | -18.6% | +11.7% | -0.9% |
| YTD | -1.4% | +40.7% | -42.1% | -11.4% |
| 1Y | +11.2% | +59.6% | -48.4% | -1.0% |
| All | +11.2% | +55.9% | -44.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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