+35.8%
SNPS vs P
+272.9%
-237.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -0.9% |
| 7D | -0.2% | -4.7% | +4.5% | +0.9% |
| 30D | -8.0% | -31.4% | +23.4% | +2.6% |
| 3M | +12.5% | -2.6% | +15.1% | +11.1% |
| 6M | -10.5% | +21.9% | -32.4% | -19.4% |
| YTD | -1.6% | +58.9% | -60.5% | -19.8% |
| 1Y | +16.8% | +21.7% | -4.9% | +1.0% |
| 3Y | -10.9% | +193.3% | -204.2% | -50.0% |
| 5Y | +35.8% | +275.1% | -239.4% | -33.5% |
| All | +35.8% | +272.9% | -237.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling