+36.2%
SNPS vs OWL
-18.8%
+55.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -0.6% | +1.1% | -1.7% | -1.1% |
| 30D | -9.8% | +10.0% | -19.8% | -13.5% |
| 3M | +11.7% | -8.7% | +20.4% | +14.7% |
| 6M | -10.9% | +3.1% | -14.1% | -13.7% |
| YTD | -2.1% | -25.6% | +23.6% | +7.7% |
| 1Y | +14.8% | -25.5% | +40.3% | +25.8% |
| 3Y | -11.3% | -9.4% | -1.9% | -14.1% |
| 5Y | +36.2% | -18.2% | +54.4% | +32.8% |
| All | +36.2% | -18.8% | +55.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 5y: compounded portfolio wealth divided by compounded OWL 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…
5y analysis · Full analysis span regression · 6 months rolling