+90.6%
SNPS vs OWL
+17.3%
+73.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +1.5% | -0.5% | +0.5% |
| 30D | -5.2% | +13.4% | -18.6% | -9.4% |
| 3M | +10.6% | -21.2% | +31.8% | +18.9% |
| 6M | -10.6% | +4.0% | -14.6% | -13.2% |
| YTD | -3.1% | -29.0% | +25.9% | +6.4% |
| 1Y | +15.6% | -28.4% | +44.0% | +26.4% |
| 3Y | -12.9% | -14.5% | +1.6% | -11.6% |
| 5Y | +31.2% | -21.5% | +52.6% | +26.1% |
| All | +90.6% | +17.3% | +73.3% | +72.7% |
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