-14.0%
SNPS vs OSCR
+401.8%
-415.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.9% | +1.6% | -0.7% | +0.7% |
| 30D | -3.6% | +10.7% | -14.3% | -4.7% |
| 3M | -12.9% | +13.4% | -26.3% | -14.4% |
| 6M | -8.2% | +144.6% | -152.8% | -17.5% |
| YTD | -15.4% | +128.0% | -143.4% | -23.6% |
| 1Y | -9.3% | +68.7% | -78.0% | -16.4% |
| 3Y | -14.0% | +398.8% | -412.7% | -28.8% |
| All | -14.0% | +401.8% | -415.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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