+15.6%
SNPS vs P
+23.6%
-8.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +1.1% | +11.6% | -10.6% | -1.4% |
| 30D | -5.2% | -23.7% | +18.5% | -0.2% |
| 3M | +10.6% | -8.0% | +18.5% | +11.9% |
| 6M | -10.6% | +27.9% | -38.5% | -16.6% |
| YTD | -3.1% | +61.2% | -64.2% | -13.5% |
| 1Y | +15.6% | +28.6% | -13.1% | +3.1% |
| All | +15.6% | +23.6% | -8.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling