+11.2%
SNPS vs PL
-0.6%
+11.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.7% |
| 7D | -3.9% | -11.7% | +7.8% | -2.7% |
| 30D | -5.2% | -27.1% | +21.9% | -2.4% |
| 3M | +14.6% | -44.6% | +59.2% | +20.5% |
| 6M | -6.9% | -67.2% | +60.2% | +0.9% |
| YTD | -1.4% | -35.9% | +34.4% | +0.7% |
| 1Y | +11.2% | -0.4% | +11.6% | +11.9% |
| All | +11.2% | -0.6% | +11.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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