+16.8%
SNPS vs PR
+73.4%
-56.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.7% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -8.0% | -4.6% | -3.4% | -8.3% |
| 3M | +12.5% | +4.7% | +7.8% | +13.3% |
| 6M | -10.5% | +12.4% | -22.9% | -8.7% |
| YTD | -1.6% | +62.9% | -64.5% | +4.7% |
| 1Y | +16.8% | +70.6% | -53.8% | +23.7% |
| All | +16.8% | +73.4% | -56.6% | +23.7% |
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