-34.6%
SNPS vs PR
+76.5%
-111.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.6% |
| 7D | -11.0% | +2.9% | -13.9% | -10.6% |
| 30D | -1.7% | +18.0% | -19.8% | +1.2% |
| 3M | -20.4% | +16.9% | -37.2% | -17.9% |
| 6M | -8.6% | +28.2% | -36.8% | -4.8% |
| YTD | -16.2% | +69.3% | -85.5% | -7.4% |
| 1Y | -34.6% | +69.5% | -104.1% | -36.9% |
| All | -34.6% | +76.5% | -111.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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