+64.9%
SNPS vs OWL
+38.2%
+26.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -11.0% | -2.2% | -8.8% | -10.3% |
| 30D | -1.7% | +3.7% | -5.4% | -3.1% |
| 3M | -20.4% | +17.5% | -37.9% | -25.1% |
| 6M | -8.6% | +18.5% | -27.2% | -15.0% |
| YTD | -16.2% | -16.3% | +0.2% | -12.2% |
| 1Y | -34.6% | -29.7% | -4.9% | -28.3% |
| 3Y | -14.5% | +14.2% | -28.6% | -20.5% |
| 5Y | +17.0% | +2.5% | +14.5% | +6.6% |
| All | +64.9% | +38.2% | +26.7% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling