-11.3%
SNPS vs LEN
-21.7%
+10.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.8% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -9.8% | +13.0% | -22.8% | -11.7% |
| 3M | +11.7% | +1.9% | +9.8% | +11.0% |
| 6M | -10.9% | -0.7% | -10.2% | -11.4% |
| YTD | -2.1% | -13.8% | +11.7% | -0.8% |
| 1Y | +14.8% | -28.1% | +42.9% | +20.5% |
| 3Y | -11.3% | -22.8% | +11.5% | -12.5% |
| All | -11.3% | -21.7% | +10.3% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling