-14.0%
SNPS vs KEYS
+154.3%
-168.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.8% |
| 7D | +0.9% | +3.5% | -2.6% | -0.8% |
| 30D | -3.6% | -4.5% | +0.9% | -1.7% |
| 3M | -12.9% | -0.4% | -12.5% | -13.9% |
| 6M | -8.2% | +19.1% | -27.4% | -17.8% |
| YTD | -15.4% | +66.7% | -82.1% | -38.8% |
| 1Y | -9.3% | +96.5% | -105.8% | -40.9% |
| 3Y | -14.0% | +155.2% | -169.1% | -52.6% |
| All | -14.0% | +154.3% | -168.3% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling