+355.7%
SNPS vs NTR
+103.6%
+252.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -5.5% | +3.8% | -9.3% | -6.2% |
| 30D | -5.8% | +25.2% | -31.0% | -10.2% |
| 3M | -17.2% | +21.0% | -38.2% | -20.8% |
| 6M | -10.4% | +7.6% | -18.0% | -12.7% |
| YTD | -16.5% | +32.9% | -49.4% | -22.9% |
| 1Y | -35.6% | +43.1% | -78.7% | -42.0% |
| 3Y | -14.6% | +41.6% | -56.2% | -24.1% |
| 5Y | +16.5% | +54.8% | -38.3% | -5.5% |
| All | +355.7% | +103.6% | +252.1% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling