-12.4%
SNPS vs PL
-71.0%
+58.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.1% | +5.2% | -3.1% |
| 7D | -10.2% | -20.5% | +10.4% | -6.6% |
| 30D | -12.8% | -38.8% | +25.9% | -6.0% |
| 3M | +9.9% | -49.1% | +59.0% | +20.9% |
| 6M | -12.4% | -69.4% | +57.0% | +2.1% |
| All | -12.4% | -71.0% | +58.6% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling