-14.0%
SNPS vs NTRS
+168.2%
-182.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.2% |
| 30D | -3.6% | -0.7% | -3.0% | -3.4% |
| 3M | -12.9% | +11.3% | -24.2% | -17.6% |
| 6M | -8.2% | +35.5% | -43.8% | -21.9% |
| YTD | -15.4% | +40.6% | -56.0% | -29.6% |
| 1Y | -9.3% | +49.2% | -58.5% | -26.8% |
| 3Y | -14.0% | +167.2% | -181.2% | -44.7% |
| All | -14.0% | +168.2% | -182.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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