-14.0%
SNPS vs PH
+142.4%
-156.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -11.0% | -3.1% | -8.0% | -9.7% |
| 30D | -1.7% | -3.2% | +1.5% | -0.5% |
| 3M | -20.4% | +10.6% | -30.9% | -24.8% |
| 6M | -8.6% | -2.1% | -6.5% | -8.7% |
| YTD | -16.2% | +10.2% | -26.3% | -21.9% |
| 1Y | -34.6% | +28.2% | -62.8% | -44.6% |
| All | -14.0% | +142.4% | -156.4% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling