+66.0%
SNPS vs OSCR
-11.8%
+77.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.7% |
| 7D | -5.5% | +4.7% | -10.2% | -6.0% |
| 30D | -4.5% | +14.8% | -19.3% | -6.1% |
| 3M | -15.5% | +16.7% | -32.2% | -17.4% |
| 6M | -10.1% | +127.5% | -137.6% | -19.3% |
| YTD | -16.3% | +121.0% | -137.3% | -24.9% |
| 1Y | -34.9% | +58.4% | -93.3% | -39.9% |
| 3Y | -14.4% | +392.4% | -406.8% | -35.1% |
| 5Y | +17.9% | +80.5% | -62.6% | -9.9% |
| All | +66.0% | -11.8% | +77.7% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling