-14.9%
SNPS vs NTR
+40.7%
-55.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -4.5% | +21.7% | -26.2% | -5.0% |
| 3M | -15.5% | +22.8% | -38.2% | -16.0% |
| 6M | -10.1% | +8.2% | -18.3% | -10.2% |
| YTD | -16.3% | +32.9% | -49.2% | -18.5% |
| 1Y | -34.9% | +45.3% | -80.3% | -37.7% |
| All | -14.9% | +40.7% | -55.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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