+16.8%
SNPS vs MSCI
+15.9%
+0.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | -8.0% | +16.5% | -24.5% | -10.7% |
| 3M | +12.5% | +18.2% | -5.7% | +8.7% |
| 6M | -10.5% | +14.0% | -24.4% | -14.3% |
| YTD | -1.6% | +16.6% | -18.2% | -4.3% |
| 1Y | +16.8% | +14.8% | +2.0% | +14.3% |
| All | +16.8% | +15.9% | +0.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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