+53.3%
SNPS vs PL
+84.9%
-31.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -11.0% | -9.3% | -1.7% | -9.8% |
| 30D | -1.7% | -18.9% | +17.2% | +1.2% |
| 3M | -20.4% | -58.4% | +38.0% | -10.9% |
| 6M | -8.6% | -30.3% | +21.7% | -7.5% |
| YTD | -16.2% | -8.1% | -8.0% | -19.2% |
| 1Y | -34.6% | +180.5% | -215.1% | -48.7% |
| 3Y | -14.5% | +444.1% | -458.6% | -44.8% |
| 5Y | +17.0% | +83.0% | -66.0% | -18.7% |
| All | +53.3% | +84.9% | -31.6% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling