-6.9%
SNPS vs PR
+2.9%
-9.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.6% | -0.3% |
| 7D | -3.9% | -12.1% | +8.2% | -4.6% |
| 30D | -5.2% | +0.9% | -6.1% | -4.9% |
| 3M | +14.6% | +10.1% | +4.5% | +15.7% |
| 6M | -6.9% | +1.1% | -8.1% | -6.1% |
| All | -6.9% | +2.9% | -9.9% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling