-34.9%
SNPS vs LEN
-41.8%
+6.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -5.5% | -3.4% | -2.1% | -5.3% |
| 30D | -4.5% | -5.7% | +1.2% | -4.3% |
| 3M | -15.5% | -12.2% | -3.3% | -14.9% |
| 6M | -10.1% | -18.3% | +8.2% | -10.1% |
| YTD | -16.3% | -20.2% | +3.9% | -16.7% |
| 1Y | -34.9% | -40.1% | +5.1% | -35.0% |
| All | -34.9% | -41.8% | +6.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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