+11.2%
SNPS vs LYB
+47.4%
-36.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.8% | -0.5% |
| 7D | -3.9% | -6.2% | +2.3% | -4.5% |
| 30D | -5.2% | +6.3% | -11.5% | -4.7% |
| 3M | +14.6% | +4.1% | +10.5% | +15.1% |
| 6M | -6.9% | -15.5% | +8.5% | -7.0% |
| YTD | -1.4% | +50.2% | -51.7% | -4.8% |
| 1Y | +11.2% | +50.6% | -39.4% | +7.9% |
| All | +11.2% | +47.4% | -36.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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