+16.5%
SNPS vs OWL
-3.7%
+20.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.1% | +1.3% |
| 7D | -5.5% | -3.9% | -1.6% | -4.1% |
| 30D | -5.8% | -3.7% | -2.1% | -4.6% |
| 3M | -17.2% | +21.4% | -38.6% | -23.9% |
| 6M | -10.4% | +18.3% | -28.7% | -17.7% |
| YTD | -16.5% | -20.1% | +3.6% | -10.2% |
| 1Y | -35.6% | -32.8% | -2.9% | -27.0% |
| 3Y | -14.6% | +8.6% | -23.2% | -22.5% |
| 5Y | +16.5% | -4.5% | +20.9% | +2.1% |
| All | +16.5% | -3.7% | +20.2% | +2.1% |
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