+17.9%
SNPS vs LVS
+5.2%
+12.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -5.5% | -2.7% | -2.8% | -4.8% |
| 30D | -4.5% | -4.7% | +0.2% | -3.5% |
| 3M | -15.5% | -15.6% | +0.1% | -11.8% |
| 6M | -10.1% | -18.6% | +8.6% | -5.3% |
| YTD | -16.3% | -32.3% | +16.0% | -7.6% |
| 1Y | -34.9% | -18.0% | -16.9% | -32.4% |
| 3Y | -14.4% | -5.8% | -8.5% | -17.5% |
| 5Y | +17.9% | +5.7% | +12.2% | +1.8% |
| All | +17.9% | +5.2% | +12.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 5y: compounded portfolio wealth divided by compounded LVS 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…
5y analysis · Full analysis span regression · 6 months rolling