+932.1%
SNPS vs KEYS
+1,086.4%
-154.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | -5.5% | +2.9% | -8.4% | -7.0% |
| 30D | -4.5% | -1.3% | -3.2% | -4.0% |
| 3M | -15.5% | -0.1% | -15.4% | -16.8% |
| 6M | -10.1% | +17.4% | -27.4% | -19.2% |
| YTD | -16.3% | +62.9% | -79.2% | -38.5% |
| 1Y | -34.9% | +95.7% | -130.7% | -57.1% |
| 3Y | -14.4% | +150.2% | -164.6% | -51.6% |
| 5Y | +17.9% | +83.1% | -65.2% | -22.0% |
| 10Y | +574.2% | +1,020.9% | -446.7% | +118.6% |
| All | +932.1% | +1,086.4% | -154.3% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling