+29.2%
SNPS vs PL
+11.6%
+17.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.1% | +5.2% | -3.4% |
| 7D | -10.2% | -20.5% | +10.4% | -7.2% |
| 30D | -12.8% | -38.8% | +25.9% | -6.5% |
| 3M | +9.9% | -49.1% | +59.0% | +20.6% |
| 6M | -12.4% | -69.4% | +57.0% | +1.6% |
| YTD | -6.3% | -42.3% | +36.1% | -3.6% |
| 1Y | +7.6% | -14.2% | +21.8% | +2.8% |
| 3Y | -9.8% | +398.7% | -408.4% | -41.8% |
| 5Y | +29.2% | +11.1% | +18.1% | -0.5% |
| All | +29.2% | +11.6% | +17.6% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling